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