Title of article
The incidental parameter problem since 1948
Author/Authors
Lancaster، نويسنده , , Tony، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2000
Pages
23
From page
391
To page
413
Abstract
This paper was written to mark the 50th anniversary of Neyman and Scottʹs 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
Incidental parameters , Bayes , Nuisance parameters , Maximum likelihood
Journal title
Journal of Econometrics
Serial Year
2000
Journal title
Journal of Econometrics
Record number
1557031
Link To Document