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Individual and time effects in nonlinear panel models with large N , T
14 references·16 citing·44 second hop
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this work references cited by second hop

References

  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 2006Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure5,067 cited
  • 2008Competition and Innovation: An Inverted U Relationship2,117 cited
  • 2017Competition and innovation: an inverted U relationship2,109 cited
  • 2009Panel Data Models With Interactive Fixed Effects1,685 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 2004The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects1,208 cited
  • 2000The incidental parameter problem since 19481,128 cited
  • 2003The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators652 cited
  • 2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large477 cited
  • 2004Jackknife and Analytical Bias Reduction for Nonlinear Panel Models453 cited
  • 2015Split-panel Jackknife Estimation of Fixed-effect Models422 cited
  • 2011Advances in Economics and Econometrics: Theory and Applications256 cited
  • 1997Advances in Economics and Econometrics: Theory and Applications130 cited

Cited by

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2021
Bias and consistency in three-way gravity models
195 cited
  • 2015Analysis of the Efficiency Determinants of Health Systems in OECD Countries by DEA and Panel Tobit171 cited
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  • 2018Fixed Effects Estimation of Large-TPanel Data Models93 cited
  • 2017Multiple fixed effects in binary response panel data models92 cited
  • 2020Nonlinear factor models for network and panel data85 cited
  • 2015GLM estimation of trade gravity models with fixed effects80 cited
  • 2017Bias Corrections for Probit and Logit Models with Two-way Fixed Effects75 cited
  • 2018Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity72 cited
  • 2015Industry localization, distance decay, and knowledge spillovers: Following the patent paper trail71 cited
  • 2018Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors69 cited
  • 2019Gravity models, PPML estimation and the bias of the robust standard errors67 cited
  • 2018Demand variation, strategic flexibility and market entry: Evidence from the U.S. airline industry64 cited
  • 2021Commodity prices and banking crises59 cited
  • 2024Estimating the effects of trade agreements: Lessons from 60 years of methods and data55 cited