Title of article :
The incidental parameter problem since 1948
Author/Authors :
Lancaster، نويسنده , , Tony، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2000
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
Journal title :
Journal of Econometrics