Profile-score adjustments for incidental-parameter problems
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- Dhaene, G. & Jochmans, K., 2019. "Profile-Score Adjustments for Incidental-Parameter Problems," Cambridge Working Papers in Economics 1959, Faculty of Economics, University of Cambridge.
- Geert Dhaene & Koen Jochmans, 2015. "Profile-score adjustments for incidental-parameter problems," Working Papers hal-03460016, HAL.
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- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Post-Print hal-03391995, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
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Cited by:
- Zou, Tao & Lan, Wei & Li, Runze & Tsai, Chih-Ling, 2022. "Inference on covariance-mean regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 318-338.
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Keywords
Adjusted profile score; Bias reduction; Incidental parameters;All these keywords.
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