The incidental parameter problem since 1948
Journal of EconometricsPublished 1 April 2000
Tony Lancaster
Citations1,123
SJR quartileQ1
SJR score12.17
SNIP4.85
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Abstract
This paper was written to mark the 50th anniversary of Neyman and Scott's Econometrica paper defining the incidental parameter problem. It surveys the history both of the paper and of the problem in the statistics and econometrics literature.
Keywords
Economics, Econometrics and Finance
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