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Econometrics Paper
Likelihood corrections for two-way models Koen Jochmans and Taisuke Otsu
February 2018
Paper No' EM 598:
Read Abstract | Full Paper (pdf)

JEL Classification: C12; C14

Tags: asymptotic bias; bias correction; fixed effects; information bias; modified profile likelihood; panel data; mcmc; penalization; rectangular-array asymptotics