Journal of Econometrics The incidental parameter problem since Tony Lancast - Pdf

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Journal of Econometrics The incidental parameter problem since Tony Lancast

It surveys the history both of the paper and of the problem in the statistics and econometrics literature 2000 Elsevier Science SA All rights reserved JEL classi cation B23 C10 Keywords Incidental parameters Bayes Nuisance parameters Maximum likelih

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Journal of Econometrics The incidental parameter problem since Tony Lancast






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