Analytical bias correction for two-step fixed effects models with copula-distributed errors
推导了两步固定效应模型在误差服从copula分布时的分析偏差校正公式，给出了高斯copula的近似校正，并对其他三种copula族进行了数值计算。
We derive an analytical bias correction for two-step fixed effects models with copula-distributed errors. We work out the approximate bias correction for the Gaussian copula and present a numerical computation exercise for three other copula families. The results are derived for both n and T large.