Estimation in the presence of many nuisance parameters: Composite likelihood and plug-in likelihood
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DOI: 10.1016/j.spa.2013.03.017
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Keywords
Composite likelihood; Incidental parameters problem; Nuisance parameter; Panel data; Profile likelihood; Quasi-likelihood; Root-n convergence; Spatial autoregressive model; Stationary process; Time series; U-statistic;All these keywords.
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