Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "bias correction"

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

Econometrics Paper
Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects Peter M Robinson and Carlos Velasco
March 2013
Paper No' EM/2013/567:
Read Abstract | Full Paper (pdf)

JEL Classification: C12; C13; C23

Tags: panel data; fractional time series; estimation; testing; bias correction