Nicola Sartori

University of Padua

Via 8 Febbraio, 2

Padova, Vicenza 35122

Italy

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Modified Profile Likelihood for Panel Data Models

Number of pages: 45 Posted: 07 Feb 2012 Last Revised: 10 Feb 2012
Università di Perugia - Finanza e Statistica - Dipartimento di Economia, University of Udine, University of Padua and University of Padua
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Abstract:

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autoregressive models, bias reduction, dynamic models, incidental parameter problem, logit model, probit model, truncated regression