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The incidental parameter problem since 1948
Lancaster, Tony - In: Journal of econometrics 95 (2000) 2, pp. 391-413
Persistent link: https://www.econbiz.de/10001436018
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An introduction to modern Bayesian econometrics
Lancaster, Tony - 2004
Persistent link: https://www.econbiz.de/10001795425
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Some econometrics of scarring
Lancaster, Tony - In: Nonlinear statistical modeling : proceedings of the …, (pp. 393-402). 2000
Persistent link: https://www.econbiz.de/10001649789