Panel Data, Local Cuts, and Orthogeodesic Models
AbstractOrthogeodesic 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. The relation to local ancillarity and local sufficiency is explored. An alternative characterization of local cuts in terms of curvature is given and shown to be intrinsic. Applications to semiparametric estimation are considered.
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Bibliographic InfoPaper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1108.
Date of creation: 01 Aug 2000
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- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- J22 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Time Allocation and Labor Supply
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