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Minimal Asymptotic Distributions for Estimators of Panel Data Models

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Abstract

This paper develops the minimal asymptotic distributions for estimators of panel data models with incidental parameters.

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File URL: http://economics.uwo.ca/research/department_working_papers_docs/wp2002/wp2002_12.pdf
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Bibliographic Info

Paper provided by University of Western Ontario, Department of Economics in its series UWO Department of Economics Working Papers with number 200212.

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Date of creation: Dec 2002
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Handle: RePEc:uwo:uwowop:200212

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Postal: Department of Economics, Reference Centre, Social Science Centre, University of Western Ontario, London, Ontario, Canada N6A 5C2
Phone: 519-661-2111 Ext.85244
Web page: http://economics.uwo.ca/research/research_papers/department_working_papers.html

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Keywords: Incidental parameters; panel data;

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