Title of article :
Does Jeffreyʹs prior alleviate the incidental parameter problem?
Author/Authors :
Jinyong Hahn، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
It may be hoped that Jeffreyʹs prior applied to panel models with fixed effects yields posterior inference free from the incidental parameter problem. This paper shows that it is not the case.
Keywords :
Incidental parameter problem , Jeffrey’s prior
Journal title :
Economics Letters
Journal title :
Economics Letters