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.
Publié le : 2000-08-14
Classification:
conditional inference,
financial economics,
labour supply,
likelihood,
separate inference
@article{1081449600,
author = {Jesper Christensen, Bent and Kiefer, Nicholas M.},
title = {Panel data, local cuts and orthogeodesic models},
journal = {Bernoulli},
volume = {6},
number = {6},
year = {2000},
pages = { 667-678},
language = {en},
url = {http://dml.mathdoc.fr/item/1081449600}
}
Jesper Christensen, Bent; Kiefer, Nicholas M. Panel data, local cuts and orthogeodesic models. Bernoulli, Tome 6 (2000) no. 6, pp. 667-678. http://gdmltest.u-ga.fr/item/1081449600/