The incidental parameter problem since 1948

被引：611

作者：

Lancaster, T ^{[1
]}

机构：

[1] Brown Univ, Dept Econ, Providence, RI 02912 USA

来源：

JOURNAL OF ECONOMETRICS | 2000年 / 95卷 / 02期

关键词：

incidental parameters; Bayes; nuisance parameters; maximum likelihood;

D O I：

10.1016/S0304-4076(99)00044-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper was written to mark the 50th anniversary of Neyman and Scott's Econometrics paper defining the incidental parameter problem. It surveys the history both of the paper and of the problem in the statistics and econometrics literature. (C) 2000 Elsevier Science S.A. All rights reserved.

引用

页码：391 / 413

页数：23

共 55 条

[1] EFFICIENT ESTIMATION OF MODELS FOR DYNAMIC PANEL-DATA [J].