Understanding Bias in Nonlinear Panel Models : Some Recent Developments ∗

@inproceedings{Arellano2005UnderstandingBI,
  title={Understanding Bias in Nonlinear Panel Models : Some Recent Developments ∗},
  author={Manuel Arellano and CEMFI and J. K. Hahn},
  year={2005}
}
The purpose of this paper is to review recently developed bias-adjusted methods of estimation of nonlinear panel data models with fixed effects. Standard estimators such as maximum likelihood estimators are usually inconsistent if the number of individuals n goes to infinity while the number of time periods T is held fixed. For some models, like static linear and logit regressions, there exist fixed-T consistent estimators as n → ∞ (see, e.g., Andersen, 1970). Fixed T consistency is a desirable… CONTINUE READING
Highly Influential
This paper has highly influenced 21 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS
Highly Cited
This paper has 104 citations. REVIEW CITATIONS

Citations

Publications citing this paper.

104 Citations

01020'08'11'14'17
Citations per Year
Semantic Scholar estimates that this publication has 104 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.
Showing 1-10 of 34 references

Adjustments of the Profile Likelihood from a New Perspective

  • L. Pace, A. Salvan
  • Journal of Statistical Planning and Inference,
  • 2005
Highly Influential
6 Excerpts

Modified Profile Likelihoods in Models with Stratum

  • N. Sartori
  • Nuisance Parameters”,
  • 2003
Highly Influential
4 Excerpts

Orthogonal Parameters and Panel Data

  • T. Lancaster
  • Review of Economic Studies,
  • 2002
Highly Influential
5 Excerpts

Robustness against Incidental Parameters

  • T. Woutersen
  • unpublished manuscript
  • 2002
Highly Influential
6 Excerpts

Estimating Equations from Modified Profile Likelihood

  • H. Ferguson, N. Reid, D. R. Cox
  • Estimating Functions,
  • 1991
Highly Influential
4 Excerpts

“ Parameter Orthogonality and Approximate Conditional Inference ” ( with discussion )

  • N. Reid
  • Journal of the Royal Statistical Society , Series…
  • 1987
Highly Influential
4 Excerpts

Advanced Econometrics, Basil Blackwell

  • T. Amemiya
  • 1985
Highly Influential
5 Excerpts

Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects

  • J. Carro
  • 2004
Highly Influential
6 Excerpts

Discrete Choices with Panel Data

  • M. Arellano
  • Investigaciones Económicas,
  • 2003
Highly Influential
4 Excerpts

Similar Papers

Loading similar papers…