The Behavior of the Fixed Effects Estimator in Nonlinear Models

By William H. Greene. 2002

263 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/6819427c5c19ee030c81d8cc5aba8f2345657aee

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Citations in the corpus

• Fixed and Random Effects Models for Count Data (2007, methodology): “However, Greene (2004) provides a solution to this problem that enables the computation even with large N.”
• Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (2004, methodology): “(See, for example, Greene, 2002) Given the availability of high quality panel data sets, there should be substantial payoff to further scrutiny of this useful model in settings other than the binary choice models.”
• Individual and time effects in nonlinear panel models with large N , T (2013, background): “Examples of papers that use this approximation include Phillips and Moon (1999), Hahn and Kuersteiner (2002), Lancaster (2002), Woutersen (2002), Alvarez and Arellano (2003), Hahn and Newey (2004), Carro (2007), Arellano and Bonhomme (2009), Fernández-Val (2009), Hahn and Kuersteiner (2011),…”
• Fixed Effects Estimation of Large-TPanel Data Models (2018, background): “In particular, it is impossible to give any general answer to the question of how large T needs to be for the large-T methods to perform well, see for example Greene (2004) for simulation results on various non-linear panel data models.”
• Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (2005, methodology): “However, the same effect was observed for the tobit model in Greene (2002).”
• Fixed and Random Effects in Stochastic Frontier Models (2005, methodology): “(In Greene (2002), we es in probit and logit models with T = 5 on the order of +40%.)”
• Government Control of Privatized Firms (2009, unknown): “It is well known that fixed effects non-linear models produce inconsistent estimates, and that inconsistency is particularly severe for the probit model ( Greene 2004 ).”
• The role of investment banker directors in M&A (2014, methodology): “consistent estimate in such settings (Greene, 2004).”
• Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007, background): “t=1 g1(wit;µ1; ^ fi1i(µ1)); ( 7 ) where we flrst concentrate out the individual efiects and then solve for µ1.”
• Belt and road initiative and Chinese firms' outward foreign direct investment (2019, unknown): “19 The fixed effect specification would generate biased estimates Greene, 2004a,b).”