Saved in:
Bibliographic Details
Main Authors: Leng, Xuan, Mao, Jiaming, Sun, Yutao
Format: Preprint
Published: 2023
Subjects:
Online Access:https://arxiv.org/abs/2305.03134
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866911397467652096
author Leng, Xuan
Mao, Jiaming
Sun, Yutao
author_facet Leng, Xuan
Mao, Jiaming
Sun, Yutao
contents We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the limiting distribution of the point estimator is not centered at zero, and that test statistics do not follow their standard asymptotic distributions as in the absence of the fixed effects. To address the problem, we develop an analytical bias correction procedure to construct a bias-corrected likelihood. The resulting estimator follows an asymptotic normal distribution with mean zero. Moreover, likelihood-based test statistics -- including likelihood-ratio, Lagrange-multiplier, and Wald tests -- follow the limiting chi-squared distribution under the null hypothesis. Simulations demonstrate the effectiveness of the proposed correction method, and an empirical application on the labor force participation of single mothers underscores its practical importance.
format Preprint
id arxiv_https___arxiv_org_abs_2305_03134
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
Leng, Xuan
Mao, Jiaming
Sun, Yutao
Econometrics
We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the limiting distribution of the point estimator is not centered at zero, and that test statistics do not follow their standard asymptotic distributions as in the absence of the fixed effects. To address the problem, we develop an analytical bias correction procedure to construct a bias-corrected likelihood. The resulting estimator follows an asymptotic normal distribution with mean zero. Moreover, likelihood-based test statistics -- including likelihood-ratio, Lagrange-multiplier, and Wald tests -- follow the limiting chi-squared distribution under the null hypothesis. Simulations demonstrate the effectiveness of the proposed correction method, and an empirical application on the labor force participation of single mothers underscores its practical importance.
title Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
topic Econometrics
url https://arxiv.org/abs/2305.03134