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Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects

Citations

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Cited by:

  1. Fernández-Val, Iván & Weidner, Martin, 2016. "Individual and time effects in nonlinear panel models with large N, T," Journal of Econometrics, Elsevier, vol. 192(1), pages 291-312.
  2. Lu, Xun & Su, Liangjun, 2016. "Shrinkage estimation of dynamic panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 190(1), pages 148-175.
  3. Stéphane Bonhomme & Thibaut Lamadon & Elena Manresa, 2022. "Discretizing Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 90(2), pages 625-643, March.
  4. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
  5. Jess Benhabib & Alejandro Corvalen & Mark M. Spiegel, 2011. "Reestablishing the income-democracy nexus," Working Paper Series 2011-09, Federal Reserve Bank of San Francisco.
  6. Elizabeth Schroeder, 2016. "Dynamic labor supply adjustment with bias correction," Empirical Economics, Springer, vol. 51(4), pages 1623-1640, December.
  7. Chen, Stacey H. & Chen, Jennjou & Chuang, Hongwei & Lin, Tzu-Hsin, 2023. "Physicians Treating Physicians: Relational and Informational Advantages in Treatment and Survival," IZA Discussion Papers 16048, IZA Network @ LISER.
  8. Ayden Higgins, 2026. "Jackknife Inference for Fixed Effects Models," Papers 2602.21903, arXiv.org, revised Apr 2026.
  9. Vivian Norambuena, 2015. "Sovereign Debt Default: Are Countries Trapped by Their Own Default History?," Working Papers wp416, University of Chile, Department of Economics.
  10. Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2021. "Sufficient statistics for unobserved heterogeneity in structural dynamic logit models," Journal of Econometrics, Elsevier, vol. 223(2), pages 280-311.
  11. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015. "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
  12. Vasilis Sarafidis & Tom Wansbeek, 2020. "Celebrating 40 Years of Panel Data Analysis: Past, Present and Future," Monash Econometrics and Business Statistics Working Papers 6/20, Monash University, Department of Econometrics and Business Statistics.
  13. Belkhir, Mohamed & Naceur, Sami Ben & Candelon, Bertrand & Wijnandts, Jean-Charles, 2022. "Macroprudential policies, economic growth and banking crises," Emerging Markets Review, Elsevier, vol. 53(C).
  14. Chudik, Alexander & Pesaran, M. Hashem, 2015. "Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors," Journal of Econometrics, Elsevier, vol. 188(2), pages 393-420.
  15. Bartolucci, Francesco & Nigro, Valentina, 2012. "Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data," Journal of Econometrics, Elsevier, vol. 170(1), pages 102-116.
  16. Dzemski, Andreas, 2017. "An empirical model of dyadic link formation in a network with unobserved heterogeneity," Working Papers in Economics 698, University of Gothenburg, Department of Economics, revised Apr 2018.
  17. Dhaene, Geert & Sun, Yutao, 2021. "Second-order corrected likelihood for nonlinear panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 220(2), pages 227-252.
  18. Miao, Ke & Su, Liangjun & Wang, Wendun, 2020. "Panel threshold regressions with latent group structures," Journal of Econometrics, Elsevier, vol. 214(2), pages 451-481.
  19. Vira Semenova & Matt Goldman & Victor Chernozhukov & Matt Taddy, 2023. "Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence," Quantitative Economics, Econometric Society, vol. 14(2), pages 471-510, May.
  20. Lee, Yoonseok & Phillips, Peter C.B., 2015. "Model selection in the presence of incidental parameters," Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.
  21. Gonçalves, Sílvia & Kaffo, Maximilien, 2015. "Bootstrap inference for linear dynamic panel data models with individual fixed effects," Journal of Econometrics, Elsevier, vol. 186(2), pages 407-426.
  22. Jungmo Yoon & Antonio F. Galvao, 2020. "Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects," Quantitative Economics, Econometric Society, vol. 11(2), pages 579-608, May.
  23. Giuseppe Cavaliere & Sílvia Gonçalves & Morten Ørregaard Nielsen & Edoardo Zanelli, 2024. "Bootstrap Inference in the Presence of Bias," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(548), pages 2908-2918, October.
  24. Fernández-Val, Iván & Vella, Francis, 2011. "Bias corrections for two-step fixed effects panel data estimators," Journal of Econometrics, Elsevier, vol. 163(2), pages 144-162, August.
  25. Moon, Hyungsik Roger & Weidner, Martin, 2017. "Dynamic Linear Panel Regression Models With Interactive Fixed Effects," Econometric Theory, Cambridge University Press, vol. 33(1), pages 158-195, February.
  26. Aneesh Raghunandan & Thomas G. Ruchti, 2024. "The Impact of Information Frictions Within Regulators: Evidence from Workplace Safety Violations," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 62(3), pages 1067-1120, June.
  27. Jesus M. Carro & Alejandra Traferri, 2014. "State Dependence And Heterogeneity In Health Using A Bias‐Corrected Fixed‐Effects Estimator," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 181-207, March.
  28. L. Hospido, 2012. "Modelling heterogeneity and dynamics in the volatility of individual wages," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 386-414, April.
  29. Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
  30. Francesco Bartolucci & Francesco Valentini & Claudia Pigini, 2023. "Recursive Computation of the Conditional Probability Function of the Quadratic Exponential Model for Binary Panel Data," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 529-557, February.
  31. Jinyong Hahn & David W. Hughes & Guido Kuersteiner & Whitney K. Newey, 2024. "Efficient bias correction for cross‐section and panel data," Quantitative Economics, Econometric Society, vol. 15(3), pages 783-816, July.
  32. Mayer, Alexander, 2022. "On the local power of some tests of strict exogeneity in linear fixed effects models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 49-74.
  33. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
  34. Su, Liangjun & Ju, Gaosheng, 2018. "Identifying latent grouped patterns in panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 554-573.
  35. Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
  36. Moon, Hyungsik Roger & Shum, Matthew & Weidner, Martin, 2018. "Estimation of random coefficients logit demand models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 613-644.
  37. Andersen, Torben G. & Fusari, Nicola & Todorov, Viktor & Varneskov, Rasmus T., 2019. "Unified inference for nonlinear factor models from panels with fixed and large time span," Journal of Econometrics, Elsevier, vol. 212(1), pages 4-25.
  38. Lucchetti, Riccardo & Pigini, Claudia, 2017. "DPB: Dynamic Panel Binary Data Models in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 79(i08).
  39. Francesco Bartolucci & Claudia Pigini, 2018. "Partial effects estimation for fixed-effects logit panel data models," Working Papers 431, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  40. Galvao, Antonio F. & Kato, Kengo, 2016. "Smoothed quantile regression for panel data," Journal of Econometrics, Elsevier, vol. 193(1), pages 92-112.
  41. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  42. Alexander Chudik & M. Hashem Pesaran & Jui‐Chung Yang, 2018. "Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(6), pages 816-836, September.
  43. Wang, Fa, 2017. "Maximum likelihood estimation and inference for high dimensional nonlinear factor models with application to factor-augmented regressions," MPRA Paper 93484, University Library of Munich, Germany, revised 19 May 2019.
  44. Fernández-Val, Iván, 2009. "Fixed effects estimation of structural parameters and marginal effects in panel probit models," Journal of Econometrics, Elsevier, vol. 150(1), pages 71-85, May.
  45. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016. "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.
  46. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2021. "Integrated likelihood based inference for nonlinear panel data models with unobserved effects," Journal of Econometrics, Elsevier, vol. 223(1), pages 73-95.
  47. repec:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
  48. Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
  49. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  50. Iván Fernández-Val & Martin Weidner, 2018. "Fixed Effects Estimation of Large-TPanel Data Models," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 109-138, August.
  51. repec:spo:wpmain:info:hdl:2441/dambferfb7dfprc9m052g20qh is not listed on IDEAS
  52. Hochguertel, Stefan & Ohlsson, Henry, 2011. "Wealth mobility and dynamics over entire individual working life cycles," Working Paper Series 1301, European Central Bank.
  53. St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024. "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers 2412.10304, arXiv.org, revised Feb 2026.
  54. Schumann, Martin & Severini, Thomas A. & Tripathi, Gautam, 2023. "The role of score and information bias in panel data likelihoods," Journal of Econometrics, Elsevier, vol. 235(2), pages 1215-1238.
  55. Francesco Bartolucci & Valentina Nigro & Claudia Pigini, 2018. "Testing for state dependence in binary panel data with individual covariates by a modified quadratic exponential model," Econometric Reviews, Taylor & Francis Journals, vol. 37(1), pages 61-88, January.
  56. Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2023. "Conditional inference and bias reduction for partial effects estimation of fixed-effects logit models," Empirical Economics, Springer, vol. 64(5), pages 2257-2290, May.
  57. Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
  58. Salma Gallas & Houssam Bouzgarrou & Montassar Zayati, 2024. "Balancing financial stability and economic growth: a comprehensive analysis of macroprudential regulation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(4), pages 1005-1033, December.
  59. Fernández-Val, Iván & Gao, Wayne Yuan & Liao, Yuan & Vella, Francis, 2022. "Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes," IZA Discussion Papers 15236, IZA Network @ LISER.
  60. Victor Chernozhukov & Iv·n Fern·ndez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves Without Crossing," Econometrica, Econometric Society, vol. 78(3), pages 1093-1125, May.
  61. Claudia Pigini & Alessandro Pionati & Francesco Valentini, 2025. "Grouped fixed effects regularization for binary choice models," Papers 2502.06446, arXiv.org, revised Nov 2025.
  62. Michel, Jon & de Jong, Robert M., 2018. "Mixing properties of the dynamic Tobit model with mixing errors," Economics Letters, Elsevier, vol. 162(C), pages 112-115.
  63. Liang Chen & Minyuan Zhang, 2023. "Common Correlated Effects Estimation of Nonlinear Panel Data Models," Papers 2304.13199, arXiv.org.
  64. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  65. Galvao, Antonio F. & Wang, Liang, 2015. "Efficient minimum distance estimator for quantile regression fixed effects panel data," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 1-26.
  66. Wang, Xia & Jin, Sainan & Li, Yingxing & Qian, Junhui & Su, Liangjun, 2025. "On time-varying panel data models with time-varying interactive fixed effects," Journal of Econometrics, Elsevier, vol. 249(PB).
  67. James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
  68. Pigini, Claudia & Bartolucci, Francesco, 2022. "Conditional inference for binary panel data models with predetermined covariates," Econometrics and Statistics, Elsevier, vol. 23(C), pages 83-104.
  69. Antonio F. Galvao & Thomas Parker & Zhijie Xiao, 2024. "Bootstrap Inference for Panel Data Quantile Regression," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(2), pages 628-639, April.
  70. Bartolucci, Francesco & Nigro, Valentina & Pigini, Claudia, 2013. "Testing for state dependence in binary panel data with individual covariates," MPRA Paper 48233, University Library of Munich, Germany.
  71. Robinson, Peter M. & Velasco, Carlos, 2018. "Inference on trending panel data," Journal of Econometrics, Elsevier, vol. 206(2), pages 282-304.
  72. Panutat Satchachai & Peter Schmidt, 2010. "Estimates of technical inefficiency in stochastic frontier models with panel data: generalized panel jackknife estimation," Journal of Productivity Analysis, Springer, vol. 34(2), pages 83-97, October.
  73. Chen, Mingli & Fernández-Val, Iván & Weidner, Martin, 2021. "Nonlinear factor models for network and panel data," Journal of Econometrics, Elsevier, vol. 220(2), pages 296-324.
  74. Haruo Iwakura, 2014. "Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects," KIER Working Papers 886, Kyoto University, Institute of Economic Research.
  75. Costanza Naguib & Patrick Gagliardini, 2023. "A Semi-nonparametric Copula Model for Earnings Mobility," Diskussionsschriften dp2302, Universitaet Bern, Departement Volkswirtschaft.
  76. Iván Fernández‐Val & Joonhwah Lee, 2013. "Panel data models with nonadditive unobserved heterogeneity: Estimation and inference," Quantitative Economics, Econometric Society, vol. 4(3), pages 453-481, November.
  77. Manuel Arellano & Jinyong Hahn, 2016. "A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects," Global Economic Review, Taylor & Francis Journals, vol. 45(3), pages 251-274, July.
  78. Ayden Higgins & Koen Jochmans, 2024. "Bootstrap Inference for Fixed‐Effect Models," Econometrica, Econometric Society, vol. 92(2), pages 411-427, March.
  79. Kajal Lahiri & Xian Li, 2020. "Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(3), pages 495-523, September.
  80. Haoyuan Xu & Wei Miao & Geert Dhaene & Jad Beyhum, 2026. "Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects," Papers 2604.26826, arXiv.org.
  81. Ming Li & Zhentao Shi & Yapeng Zheng, 2024. "Bagging the Network," Papers 2410.23852, arXiv.org, revised May 2026.
  82. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Jan 2026.
  83. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse.
  84. Guangjie Li, 2015. "Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects," Econometrics, MDPI, vol. 3(3), pages 1-31, July.
  85. Orcun Kaya, 2014. "Is perceived financial inadequacy persistent?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(4), pages 636-654, December.
  86. Rubin, Amir & Rubin, Eran & Segal, Dan, 2023. "Editor home bias?," Research Policy, Elsevier, vol. 52(6).
  87. Dhaene, Geert & Jochmans, Koen, 2016. "Likelihood Inference In An Autoregression With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 32(5), pages 1178-1215, October.
  88. Costanza Naguib, 2022. "Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(7), pages 1379-1402, November.
  89. Manuel Arellano & Stéphane Bonhomme, 2009. "Robust Priors in Nonlinear Panel Data Models," Econometrica, Econometric Society, vol. 77(2), pages 489-536, March.
  90. Paul Haimerl & Stephan Smeekes & Ines Wilms, 2025. "Estimation of Latent Group Structures in Time-Varying Panel Data Models," Papers 2503.23165, arXiv.org, revised Nov 2025.
  91. Andreas Dzemski, 2019. "An Empirical Model of Dyadic Link Formation in a Network with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 101(5), pages 763-776, December.
  92. Jin, Sainan, 2009. "Discrete choice modeling with nonstationary panels applied to exchange rate regime choice," Journal of Econometrics, Elsevier, vol. 150(2), pages 312-321, June.
  93. Jia Chen Author-Name-First: Jia & Yongcheol Shin & Chaowen Zheng, 2023. "Dynamic Quantile Panel Data Models with Interactive Effects," Economics Discussion Papers em-dp2023-06, Department of Economics, University of Reading.
  94. Carro, Jesús M. & Traferri, Alejandra, 2009. "Correcting the bias in the estimation of a dynamic ordered probit with fixed effects of self-assessed health status," UC3M Working papers. Economics we094021, Universidad Carlos III de Madrid. Departamento de Economía.
  95. Wang, Wuyi & Su, Liangjun, 2021. "Identifying latent group structures in nonlinear panels," Journal of Econometrics, Elsevier, vol. 220(2), pages 272-295.
  96. Greenaway-McGrevy, Ryan, 2022. "Forecast combination for VARs in large N and T panels," International Journal of Forecasting, Elsevier, vol. 38(1), pages 142-164.
  97. Manuel Arellano & Stéphane Bonhomme & Micole De Vera & Laura Hospido & Siqi Wei, 2022. "Income risk inequality: Evidence from Spanish administrative records," Quantitative Economics, Econometric Society, vol. 13(4), pages 1747-1801, November.
  98. Manuel Arellano & Jinyong Hahn, 2005. "Understanding Bias in Nonlinear Panel Models: Some Recent Developments," Working Papers wp2005_0507, CEMFI.
  99. Lee, Yoonseok, 2012. "Bias in dynamic panel models under time series misspecification," Journal of Econometrics, Elsevier, vol. 169(1), pages 54-60.
  100. Jeong, Hanbat & Lee, Lung-fei, 2024. "Maximum likelihood estimation of a spatial autoregressive model for origin–destination flow variables," Journal of Econometrics, Elsevier, vol. 242(1).
  101. Wang, Fa, 2022. "Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions," Journal of Econometrics, Elsevier, vol. 229(1), pages 180-200.
  102. Fangyi Yang, 2025. "Modelling taxi drop-off decisions in FIFO lanes via survival and discrete choice analysis," PLOS ONE, Public Library of Science, vol. 20(9), pages 1-23, September.
  103. Carlos Iglesias-Fernández & Raquel Llorente-Heras, 2007. "Sectoral Structure, Qualification Characteristics and Patterns of Labour Mobility," The Service Industries Journal, Taylor & Francis Journals, vol. 27(4), pages 411-434, June.
  104. Thibaut Lamadon & Elena Manresa & Stephane Bonhomme, 2016. "Discretizing Unobserved Heterogeneity," 2016 Meeting Papers 1536, Society for Economic Dynamics.
  105. Kerem Tuzcuoglu, 2019. "Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects," Staff Working Papers 19-16, Bank of Canada.
  106. Francesco Bartolucci† & Valentina Nigro, 2007. "A dynamic model for binary panel data with unobserved heterogeneity admitting a Vn-consistent conditional estimator," CEIS Research Paper 97, Tor Vergata University, CEIS.
  107. Kim, Bokyung & Jeong, Jinook, 2017. "Dynamics of adolescents’ life satisfaction and effect of class rank percentile: Evidence from Korean panel data," Journal of Economic Psychology, Elsevier, vol. 59(C), pages 8-28.
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  109. Yoshitsugu Kitazawa, 2013. "Exploration of dynamic fixed effects logit models from a traditional angle," Discussion Papers 60, Kyushu Sangyo University, Faculty of Economics.
  110. Antonio Pacifico, 2025. "High-Dimensional Dynamic Panel with Correlated Random Effects: A Semiparametric Hierarchical Empirical Bayes Approach," Computational Economics, Springer;Society for Computational Economics, vol. 66(1), pages 869-902, July.
  111. Pakel, Cavit, 2019. "Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence," Journal of Econometrics, Elsevier, vol. 213(2), pages 459-492.
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