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Panel Data, Local Cuts, and Orthogeodesic Models

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  • Bent Jesper Christensen

    (University of Aarhus)

  • Nicholas Kiefer

    (Cornell University)

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. 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 Info

Paper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 1108.

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Date of creation: 01 Aug 2000
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Handle: RePEc:ecm:wc2000:1108

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  1. Mark L. Gertler, 1988. "Financial Structure and Aggregate Economic Activity: An Overview," NBER Working Papers 2559, National Bureau of Economic Research, Inc.
  2. Bruce C. Greenwald & Joseph E. Stiglitz & Andrew Weiss, 1985. "Informational Imperfections in the Capital Market and Macro-Economic Fluctuations," NBER Working Papers 1335, National Bureau of Economic Research, Inc.
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Cited by:
  1. Ortega, Jaime, 2000. "Job Rotation as a Mechanism for Learning," CLS Working Papers 00-4, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  2. Ip, Edward H. & Wang, Yuchung J., 2008. "A note on cuts for contingency tables," Journal of Multivariate Analysis, Elsevier, vol. 99(10), pages 2356-2363, November.
  3. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.
  4. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research.

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