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Bias corrections for two-step fixed effects panel data estimators
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Cited by:
- 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.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP60/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP32/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and Time Effects in Nonlinear Panel Models with Large N, T," Papers 1311.7065, arXiv.org, revised Dec 2018.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers CWP17/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Alderighi, Marco & Gaggero, Alberto A. & Piga, Claudio A., 2015.
"The effect of code-share agreements on the temporal profile of airline fares,"
Transportation Research Part A: Policy and Practice, Elsevier, vol. 79(C), pages 42-54.
- Marco Alderighi & Alberto A. Gaggero & Claudio A. Piga, 2014. "The effect of code-share agreements on the temporal profile of airline fares," Working Paper series 27_14, Rimini Centre for Economic Analysis.
- Elizabeth Schroeder, 2016. "Dynamic labor supply adjustment with bias correction," Empirical Economics, Springer, vol. 51(4), pages 1623-1640, December.
- Jochmans, Koen, 2015.
"Multiplicative-error models with sample selection,"
Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," Working Papers hal-00987290, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-03392990, HAL.
- Koen Jochmans, 2015. "Multiplicative-error models with sample selection," Post-Print hal-03392990, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers hal-00987290, HAL.
- Koen Jochmans, 2014. "Multiplicative-error models with sample selection," SciencePo Working papers Main hal-00987290, HAL.
- Simone Bertoli & Jesus Fernández-Huertas Moraga, 2012.
"Visa Policies, Networks and the Cliff at the Border,"
Working Papers
2012-12, FEDEA.
- Simone Bertoli & Jesús Fernández-Huertas Moraga, 2015. "Visa Policies, Networks and the Cliff at the Border," CERDI Working papers halshs-01099863, HAL.
- Simone Bertoli & Jesús Fernández-Huertas Moraga, 2015. "Visa Policies, Networks and the Cliff at the Border," Working Papers halshs-01099863, HAL.
- Simone BERTOLI & Jesús FERNÁNDEZ-HUERTAS MORAGA, 2014. "Visa Policies, Networks and the Cliff at the Border," Working Papers 201427, CERDI.
- Bertoli, Simone & Fernández-Huertas Moraga, Jesús, 2012. "Visa Policies, Networks and the Cliff at the Border," IZA Discussion Papers 7094, Institute of Labor Economics (IZA).
- 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.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Demos Antonis & Kyriakopoulou Dimitra, 2019.
"Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model,"
Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-20, January.
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Reprints CORE 2983, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018. "Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Discussion Papers CORE 2018007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers 1802, Athens University of Economics and Business.
- Weidner, Martin & Zylkin, Thomas, 2021.
"Bias and consistency in three-way gravity models,"
Journal of International Economics, Elsevier, vol. 132(C).
- Martin Weidner & Thomas Zylkin, 2019. "Bias and Consistency in Three-way Gravity Models," Papers 1909.01327, arXiv.org, revised Jun 2021.
- Martin Weidner & Thomas Zylkin, 2021. "Bias and consistency in three-way gravity models," CeMMAP working papers CWP11/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Weidner & Thomas Zylkin, 2020. "Bias and Consistency in Three-way Gravity Models," CeMMAP working papers CWP1/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Beckmann, Michael & Cornelissen, Thomas & Kräkel, Matthias, 2017.
"Self-managed working time and employee effort: Theory and evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 133(C), pages 285-302.
- Michael Beckmann & Thomas Cornelissen & Matthias Kräkel, 2015. "Self-Managed Working Time and Employee Effort: Theory and Evidence," SOEPpapers on Multidisciplinary Panel Data Research 768, DIW Berlin, The German Socio-Economic Panel (SOEP).
- Chrysanthou, Georgios Marios, 2008.
"Estimating union wage effects in Great Britain during 1991-2003,"
UC3M Working papers. Economics
we082214, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Georgios Marios Chrysanthou, 2008. "Estimating Union Wage Effects in Great Britain During 1991-2003," Discussion Papers 08/12, Department of Economics, University of York.
- Stelios Arvanitis & Antonis Demos, 2015.
"A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction,"
Econometrics Journal, Royal Economic Society, vol. 18(2), pages 200-241, June.
- Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
- Michael J. Hicks & Michael LaFaive & Srikant Devaraj, 2016. "New Evidence on the Effect of Right-to-Work Laws on Productivity and Population Growth," Cato Journal, Cato Journal, Cato Institute, vol. 36(1), pages 101-120, Winter.
- Koen Jochmans & Vincenzo Verardi, 2022.
"Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1121-1137, September.
- Jochmans, Koen & Verardi, Vincenzo, 2021. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," TSE Working Papers 21-1271, Toulouse School of Economics (TSE).
- Koen Jochmans & Vincenzo Verardi, 2022. "Instrumental-Variable Estimation Of Exponential Regression Models With Two-Way Fixed Effects With An Application To Gravity Equations," Post-Print hal-03818773, HAL.
- repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Chih-Hai Yang & Meng-Wen Tsou, 2020. "Globalization and firm growth: does ownership matter?," Small Business Economics, Springer, vol. 55(4), pages 1019-1037, December.
- Michael Beckmann & Thomas Cornelissen, 2014. "Self-Managed Working Time and Employee Effort: Microeconometric Evidence," SOEPpapers on Multidisciplinary Panel Data Research 636, DIW Berlin, The German Socio-Economic Panel (SOEP).
- repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Sergi Jiménez-Martín & José María Labeaga, 2016. "Monte Carlo evidence on the estimation of AR(1) panel data sample selection models," Working Papers 2016-01, FEDEA.
- Naguib, Costanza, 2022. "Analytical bias correction for two-step fixed effects models with copula-distributed errors," Economics Letters, Elsevier, vol. 215(C).
- repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Harrison Fell & Daniel T. Kaffine, 2014. "A one-two punch: Joint effects of natural gas abundance and renewables on coal-fired power plants," Working Papers 2014-10, Colorado School of Mines, Division of Economics and Business.
- Ivan Fernandez-Val & Martin Weidner, 2014. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 32/14, Institute for Fiscal Studies.
- repec:spo:wpecon:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Fell, Harrison & Kaffine, Daniel T., 2014. "A one-two punch: Joint eects of natural gas abundance and renewables on coal-red power plants," CEnREP Working Papers 340063, North Carolina State University, Department of Agricultural and Resource Economics.
- Aysen Isaoglu, 2010. "Worker Reallocation across Occupations in Western Germany," SOEPpapers on Multidisciplinary Panel Data Research 319, DIW Berlin, The German Socio-Economic Panel (SOEP).
- 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.
- Mingli Chen & Iv'an Fern'andez-Val & Martin Weidner, 2014. "Nonlinear Factor Models for Network and Panel Data," Papers 1412.5647, arXiv.org, revised Oct 2019.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2018. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP38/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Mingli Chen & Ivan Fernandez-Val & Martin Weidner, 2019. "Nonlinear factor models for network and panel data," CeMMAP working papers CWP18/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chrysanthou, Georgios Marios, 2014. "Heterogeneity, Endogeneity, Measurement Error and Identification of the Union Wage Impact," QM&ET Working Papers 14-4, University of Alicante, D. Quantitative Methods and Economic Theory, revised 05 Nov 2014.
- 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.
- Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2013. "Evaluating the Role of Individual Specific Heterogeneity in the Relationship Between Subjective Health Assessments and Income," IZA Discussion Papers 7651, Institute of Labor Economics (IZA).
- Majid M. Al-Sadoon & Sergi Jiménez-Martín & José M Labeaga, 2019.
"Simple Methods for Consistent Estimation of Dynamic Panel Data Sample Selection Models,"
Working Papers
1069, Barcelona School of Economics.
- Majid M. Al-Sadoon & Sergi Jiménez-Martín & Jose M. Labeaga, 2019. "Simple methods for consistent estimation of dynamic panel data sample selection models," Economics Working Papers 1631, Department of Economics and Business, Universitat Pompeu Fabra.
- Chen, Mingli, 2016.
"Estimation of Nonlinear Panel Models with Multiple Unobserved Effects,"
Economic Research Papers
269326, University of Warwick - Department of Economics.
- Chen, Mingli, 2016. "Estimation of Nonlinear Panel Models with Multiple Unobserved Effects," The Warwick Economics Research Paper Series (TWERPS) 1120, University of Warwick, Department of Economics.
- Ivan Fernandez-Val & Martin Weidner, 2015. "Individual and time effects in nonlinear panel models with large N , T," CeMMAP working papers 17/15, Institute for Fiscal Studies.
- Cobo-Reyes, Ramón & Katz, Gabriel & Meraglia, Simone, 2019.
"Endogenous sanctioning institutions and migration patterns: Experimental evidence,"
Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 575-606.
- Ramon Cobo-Reyes & Gabriel Katz & Simone Meraglia, 2017. "Endogenous Sanctioning Institutions and Migration Patterns: Experimental Evidence," Discussion Papers 1702, University of Exeter, Department of Economics.
- 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.
- 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.
- Fernández-Val, Iván & Savchenko, Yevgeniya & Vella, Francis, 2017. "Evaluating the role of income, state dependence and individual specific heterogeneity in the determination of subjective health assessments," Economics & Human Biology, Elsevier, vol. 25(C), pages 85-98.
- Jochmans, Koen & Higgins, Ayden, 2022.
"Bootstrap inference for fixed-effect models,"
TSE Working Papers
22-1328, Toulouse School of Economics (TSE), revised Dec 2023.
- Ayden Higgins & Koen Jochmans, 2024. "Bootstrap inference for fixed-effect models," Post-Print hal-04557288, HAL.
- Ayden Higgins & Koen Jochmans, 2022. "Bootstrap inference for fixed-effect models," Papers 2201.11156, arXiv.org.
- Koen Jochmans, 2023. "Bootstrap inference for fixed-effect models," French Stata Users' Group Meetings 2023 21, Stata Users Group.
- Harrison Fell & Daniel T. Kaffine, 2018. "The Fall of Coal: Joint Impacts of Fuel Prices and Renewables on Generation and Emissions," American Economic Journal: Economic Policy, American Economic Association, vol. 10(2), pages 90-116, May.
- repec:spo:wpmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
- Ivan Fernandez-Val & Martin Weidner, 2013. "Individual and time effects in nonlinear panel models with large N, T," CeMMAP working papers 60/13, Institute for Fiscal Studies.
- Almer, Christian & Laurent-Lucchetti, Jérémy & oechslin, Manuel, 2011. "Income shocks and social unrest: theory and evidence," MPRA Paper 34426, University Library of Munich, Germany.
- Yuki Takara, 2018. "Do cultural differences affect the trade of cultural goods? A study in trade of music," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 42(3), pages 393-417, August.
- Jochmans, K. & Verardi, V., 2019. "Instrumental-Variable Estimation of Gravity Equations," Cambridge Working Papers in Economics 1994, Faculty of Economics, University of Cambridge.
- Dario Fauceglia & Andrea Lassmann & Anirudh Shingal & Martin Wermelinger, 2018. "Backward participation in global value chains and exchange rate driven adjustments of Swiss exports," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(3), pages 537-584, August.
- Kufenko, Vadmin & Prettner, Klaus, 2017. "You can't always get what you want? A Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators," ECON WPS - Working Papers in Economic Theory and Policy 07/2017, TU Wien, Institute of Statistics and Mathematical Methods in Economics, Economics Research Unit.
- repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Christian Almer & Stefan Boes, 2012. "Climate (change) and conflict: resolving a puzzle of association and causation," Diskussionsschriften dp1203, Universitaet Bern, Departement Volkswirtschaft.