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Fixed Effects and Bias Due to the
Incidental
Parameters
Problem
in the Tobit Model
Greene, William
- In:
Econometric Reviews
23
(
2004
)
2
,
pp. 125-147
“
incidental
parameters
problem
.” But, a surprising result related to the disturbance variance emerges instead - the finite sample …
Persistent link: https://www.econbiz.de/10009279881
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