Model selection in the presence of incidental parameters
This paper considers model selection in panels where incidental parameters are present. Primary interest centers on selecting a model that best approximates the underlying structure involving parameters that are common within the panel. It is well known that conventional model selection procedures a...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2149 https://ink.library.smu.edu.sg/context/soe_research/article/3149/viewcontent/1_s2.0_S0304407615000810_main.pdf |
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| Institution: | Singapore Management University |
| Language: | English |