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Journal of Business & Economic Statistics Volume 27, 2009 - Issue 2
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Research Article

A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects

C. Alan Bester University of Chicago, Graduate School of Business, Chicago, IL 60637
&
Christian Hansen University of Chicago, Graduate School of Business, Chicago, IL 60637
Pages 131-148 | Received 01 Aug 2007, Published online: 01 Jan 2012

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Antonio F. Galvao, Thomas Parker & Zhijie Xiao. (2023) Bootstrap Inference for Panel Data Quantile Regression. Journal of Business & Economic Statistics 0:0, pages 1-12.
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Antonio Galvao & Kengo Kato. (2015) Smoothed Quantile Regression for Panel Data. SSRN Electronic Journal.
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Pavel Cizek & Jinghua Lei. (2013) Identification and Estimation of Nonseparable Single-Index Models in Panel Data with Correlated Random Effects. SSRN Electronic Journal.
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Yoonseok Lee & Peter C. B. Phillips. (2013) Model Selection in the Presence of Incidental Parameters. SSRN Electronic Journal.
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Cavit Pakel. (2012) Bias Reduction in Nonlinear and Dynamic Panels in the Presence of Cross-Section Dependence, with a GARCH Panel Application. SSRN Electronic Journal.
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Francesco Bartolucci, Ruggero Bellio, Alessandra Salvan & Nicola Sartori. (2012) Modified Profile Likelihood for Panel Data Models. SSRN Electronic Journal.
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Laura Hospido. (2011) Estimating Non-Linear Models with Multiple Fixed Effects: A Computational Note. SSRN Electronic Journal.
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Yoonseok Lee. (2011) Bias in Dynamic Panel Models Under Time Series Misspecification. SSRN Electronic Journal.
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