Title of article
Does Jeffreyʹs prior alleviate the incidental parameter problem?
Author/Authors
Jinyong Hahn، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
4
From page
135
To page
138
Abstract
It may be hoped that Jeffreyʹs prior applied to panel models with fixed effects yields posterior inference free from the incidental parameter problem. This paper shows that it is not the case.
Keywords
Incidental parameter problem , Jeffrey’s prior
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435336
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