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Split-panel jackknife estimation of fixed-effect models

  • Geert Dhaene

    (KU Leuven)

  • Koen Jochmans

We propose a jackknife for reducing the order of the bias of maximum likelihood estimates of nonlinear dynamic fixed-effect panel models.

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Date of creation: Jan 2010
Handle: RePEc:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1
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