2 papers
econ.EM2026
Approximate Operator Inversion for Average Effects in Nonlinear Panel Models
Jad Beyhum, Geert Dhaene, Cavit Pakel +1
We study the estimation of average effects in nonlinear panel data models with fixed effects when the time dimension is only moderately large. Our approach, called approximate…
econ.EM2026
Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects
Haoyuan Xu, Wei Miao, Geert Dhaene +1
The maximum likelihood estimator in nonlinear panel data models with interactive fixed effects is biased. Several bias correction methods, such as analytical and jackknife approach…