Nonlinear factor models for network and panel data

Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables, which include logit, probit, ordered probit and Poisson specif...

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Bibliographic Details
Published in:	Journal of econometrics Vol. 220; no. 2; pp. 296 - 324
Main Authors:	Chen, Mingli, Fernández-Val, Iván, Weidner, Martin
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 01.02.2021 Elsevier Sequoia S.A
Subjects:	Bias Bias correction Clustering econometric models economic analysis economic theory equations Estimating techniques Estimation Factor models Factor structures Gravity Gravity equation Incidental parameter problem Interactive fixed effects International trade Longitudinal studies Network data Nonlinear systems Panel data Poisson distribution Reciprocity Variables Bias correction Panel data C13 C23 Interactive fixed effects Factor models Gravity equation Incidental parameter problem Network data
ISSN:	0304-4076, 1872-6895
Online Access:	Get full text
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