Estimating Nonlinear Models with Multiple Fixed Effects: A Computational Note
In this paper we consider estimation of nonlinear panel data models that include multiple individual fixed effects. Estimation of these models is complicated both by the difficulty of estimating models with possibly thousands of coefficients and also by the incidental parameters problem; that is, no...
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| Volume: | 74 |
|---|---|
| Main Author: | Hospido, Laura |
| Format: | Journal Article |
| Language: | English |
| Zielgruppe: |
Academic |
| Place of publication: |
Oxford, UK Blackwell Publishing Ltd 01.10.2012 WILEY Wiley Subscription Services, Inc |
| published in: | Oxford bulletin of economics and statistics Vol. 74; no. 5; pp. 760 - 775 |
| Data of publication: | October 2012 |
| ISSN: |
0305-9049 1468-0084 |
| EISSN: |
1468-0084 |
| Discipline: | Economics Statistics Mathematics |
| Bibliography: |
This paper started in collaboration with Manuel Arellano, whose suggestions and encouragement are gratefully acknowledged. I would also like to thank Stéphane Bonhomme, two anonymous referees, the editor of the paper and seminar participants at the SAEe in Granada, the 15th International Conference on Panel Data in Bonn and the EEA‐ESEM meetings in Barcelona, for useful suggestions. All errors are mine. The views in this paper are those of the author and do not represent the views of the Bank of Spain or the Eurosystem. |
| Subjects: | |
| Online Access: | available in Bonn? |
| Database: | Social Sciences Citation Index Web of Science - Science Citation Index Expanded - 2012 Web of Science - Social Sciences Citation Index - 2012 Web of Knowledge Science Citation Index Expanded Web of Science Academic OneFile (A&I only) Database information Databases - DBIS |