Robustness against Incidental Parameters

By Tiemen Woutersen. 2002

59 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/bace6ae69f36c784d1e873193d3e2cd25c0304ea

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Citations in the corpus

Bias and consistency in three-way gravity models (2019, background): “Other examples include Phillips and Moon (1999), Hahn and Kuersteiner (2002), Lancaster (2002), Woutersen (2002), Alvarez and Arellano (2003), Carro (2007), Arellano and Bonhomme (2009), Fernández-Val and Vella (2011), and Kato, F. Galvao Jr., and Montes-Rojas (2012).”
Fixed Effects Estimation of Large-TPanel Data Models (2018, unknown): “…(1948), Nickell (1981), Cox & Reid (1987), Kiviet (1995), Phillips & Moon (1999), Lancaster (2000), Hahn & Kuersteiner (2002), Lancaster (2002), Woutersen (2002), Arellano (2003a), Alvarez & Arellano (2003), Li, Lindsay & Waterman (2003), Hahn & Newey (2004), Carro (2007), Fernández-Val…”
Fixed effects estimation of structural parameters and marginal effects in panel probit models (2007, methodology): “These methods can take different forms depending on whether the adjustment is made in the estimator (as in HK04 and HN04), estimating equation (as in Woutersen, 2002, and Fernández- Val, 2004), or objective function (as in Arellano and Hahn, 2006).”
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA (2009, background): “In order to rule out the incidental parameters problem in the models considered in this literature, it is theoretically necessary for N = o(T ); see Hahn and Kuersteiner (2002, 2004), Woutersen (2002), Carro (2007), Hahn and Newey (2004), Fernandez-Val (2005), or Arellano and Hahn (2007).”
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (2011, background): “Combining (13), (14), (15), and n = O (T ), we obtain the desired conclusion.”
Robust priors in nonlinear panel data models (2007, background): “…include bias-correction of the ML estimator of the common parameters (Hahn and Newey 2004, Hahn and Kuersteiner 2004), of the moment equation (Woutersen 2002, Arellano 2003, Carro 2006) or of the objective function (Arellano and Hahn 2006a,b, Bester and Hansen 2005a, Hospido 2006), each of…”
Average and Quantile Effects in Nonseparable Panel Models (2009, methodology): “Bias-corrected, fixedeffects estimation of semiparametric models has been proposed by Hahn and Kuersteiner (2002), Alvarez and Arellano (2003), Woutersen (2002), Hahn and Newey (2004), and Fernández-Val (2009).”
Estimating spillovers using panel data, with an application to the classroom (2012, unknown): “Woutersen (2002) and Fernandez-Val (2005) consider estimators from bias-corrected moment conditions.”
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (2007, background): “A number of recent papers, surveyed in Arellano and Hahn (2005) and including Hahn and Kuersteiner (2002), Lancaster (2002), Woutersen (2002), Hahn and Kuersteiner (2003), Hahn and Newey (2004), and Carro (2006), provide a range of solutions, so-called large-T corrections, to reduce the incidental…”
Identification and estimation of marginal effects in nonlinear panel models (2008, methodology): “The bounds approach we take is different from the bias correction methods of Hahn and Kuersteiner (2002), Alvarez and Arellano (2003), Woutersen (2002), Hahn and Newey (2004), Hahn and Kuersteiner (2007), and Fernández-Val (2008).”
Individual and time effects in nonlinear panel models with large N , T (2013, background): “3 An exception is Woutersen (2002), which considers a special type of grouped time effects whose number is fixed with T .”
Smoothed quantile regression for panel data (2015, unknown): “…bias correction methods for the ML estimation (or more generally, M-estimation) have been proposed in the literature; see Hahn and Newey (2004), Woutersen (2002), Arellano and Hahn (2005), Bester and Hansen (2009), Arellano and Bonhomme (2009) and Dhaene and Jochmans (2009), to name only a few.”
Split-Panel Jackknife Estimation of Fixed-Effect Models (2015, background): “The second, due to Carro (2007) (C), solves a bias-corrected profile-score equation as in Cox and Reid (1987, 1993) (see also Arellano 2003, and Woutersen 2002 for an alternative interpretation).”