c(person("Amrei", "Stammann", email = "amrei.stammann@hhu.de", role = c("aut", "cre")),
person("Daniel", "Czarnowske", email = "daniel.czarnowske@hhu.de", role = "aut"),
person("Florian", "Heiss", email = "florian.heiss@hhu.de", role = "aut"),
person("Daniel", "McFadden", email = "mcfadden@econ.berkeley.edu", role = "ctb"))

c(person("Amrei", "Stammann", email = "amrei.stammann@hhu.de", role = c("aut", "cre")),
person("Daniel", "Czarnowske", email = "daniel.czarnowske@hhu.de", role = "aut",
comment = c(ORCID = "0000-0002-0030-929X")),
person("Florian", "Heiss", email = "florian.heiss@hhu.de", role = "aut"),
person("Daniel", "McFadden", email = "mcfadden@econ.berkeley.edu", role = "ctb"))
Estimates fixed effects binary choice models (logit and probit) with potentially many
individual fixed effects and computes average partial effects. Incidental parameter bias can be
reduced with an asymptotic bias-correction proposed by Fernandez-Val (2009)
<doi:10.1016/j.jeconom.2009.02.007>.
Amrei Stammann [aut, cre],
Daniel Czarnowske [aut] (<https://orcid.org/0000-0002-0030-929X>),
Florian Heiss [aut],
Daniel McFadden [ctb]

c(
person("Amrei", "Stammann", email = "amrei.stammann@rub.de", role = c("aut", "cre")),
person("Daniel", "Czarnowske", email = "daniel.czarnowske@hhu.de", role = "aut",
comment = c(ORCID = "0000-0002-0030-929X")),
person("Florian", "Heiss", email = "florian.heiss@hhu.de", role = "aut"),
person("Daniel", "McFadden", email = "mcfadden@econ.berkeley.edu", role = "ctb"))
Estimates fixed effects binary choice models (logit and probit) with potentially many
individual fixed effects and computes average partial effects. Incidental parameter bias can be
reduced with an asymptotic bias correction proposed by Fernandez-Val (2009)
<doi:10.1016/j.jeconom.2009.02.007>.

c(
person("Tamer", "Elbayoumi", email = "tmelbayoumi@ncat.edu", role = c("aut", "cre"),comment = c(ORCID = "0000-0001-9071-7766")),
person("Sayed", "Mostafa", email = "sabdelmegeed@ncat.edu", role = "aut", comment = c(ORCID = "0000-0002-8113-702X")))
Estimation of bifurcating autoregressive models of any order, p, BAR(p) as
well as several types of bias correction for the least squares estimators of
the autoregressive parameters as described in Zhou and Basawa (2005)
<doi:10.1016/j.spl.2005.04.024> and Elbayoumi and Mostafa (2020)
<doi:10.1002/sta4.342>. Currently, the bias correction methods supported
include bootstrap (single, double and fast-double) bias correction and
linear-bias-function-based bias correction. Functions for generating and
plotting bifurcating autoregressive data from any BAR(p) model are also
included.
Tamer Elbayoumi [aut, cre] (<https://orcid.org/0000-0001-9071-7766>),
Sayed Mostafa [aut] (<https://orcid.org/0000-0002-8113-702X>)