Integrated likelihood based inference for nonlinear panel data models with unobserved effects

Martin Schumann, Thomas A. Severini, Gautam Tripathi

Research output: Contribution to journalArticleAcademicpeer-review

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Original languageEnglish
Pages (from-to)73-95
Number of pages23
JournalJournal of Econometrics
Volume223
Issue number1
DOIs
Publication statusPublished - 1 Jul 2021

JEL classifications

  • c23 - "Single Equation Models; Single Variables: Models with Panel Data; Longitudinal Data; Spatial Time Series"

Keywords

  • Fixed effects
  • Integrated likelihood
  • Nonlinear models
  • Panel data
  • DYNAMIC-MODELS
  • INCIDENTAL PARAMETER PROBLEM
  • BIAS REDUCTION

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