Title: The incidental parameter problem since 1948
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.
Publication Year: 2000
Publication Date: 2000-04-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 1048
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