科研之友
微信
新浪微博
Facebook
分享链接
摘要
In this note we deal with a panel data model with fixed effects. We show that a Bayesian procedure based on the reference prior suffers from the incidental parameter problem, as also happens with the Jeffrey's prior [Econom. Lett. 82 (2004) 135-138]. Using an alternative prior distribution we present a solution to the problem.
- 出版日期2010-11
