A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
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DOI: 10.1080/1226508X.2016.1211811
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- Manuel Arellano & Jinyong Hahn, 2006. "A Likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects," Working Papers wp2006_0613, CEMFI.
References listed on IDEAS
- Hahn, Jinyong & Kuersteiner, Guido, 2011. "Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1152-1191, December.
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- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Sciences Po publications info:hdl:2441/1mc4dip81d9, Sciences Po.
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