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August 2000 Panel data, local cuts and orthogeodesic models
Bent Jesper Christensen, Nicholas M. Kiefer
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Bernoulli 6(4): 667-678 (August 2000).

Abstract

Orthogeodesic models admit marginal local cuts and therefore separate inference on subparameters is asymptotically justified. Doubly-flat orthogeodesic models admit local cuts marginally and conditionally. Two important empirical models for panel data are used to illustrate this property and demonstrate its usefulness.

Citation

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Bent Jesper Christensen. Nicholas M. Kiefer. "Panel data, local cuts and orthogeodesic models." Bernoulli 6 (4) 667 - 678, August 2000.

Information

Published: August 2000
First available in Project Euclid: 8 April 2004

zbMATH: 0983.62003
MathSciNet: MR2002A:62023

Keywords: conditional inference , financial economics , labour supply , likelihood , separate inference

Rights: Copyright © 2000 Bernoulli Society for Mathematical Statistics and Probability

Vol.6 • No. 4 • August 2000
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