The incidental parameter problem since 1948 (2000)
by
Tony Lancaster
| Venue: | JOURNAL OF ECONOMETRICS 95 (2000) 391-413 |
| Citations: | 23 - 0 self |
BibTeX
@MISC{Lancaster00theincidental,
author = {Tony Lancaster},
title = {The incidental parameter problem since 1948},
year = {2000}
}
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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.
