Arbeitspapier
Panel Data Econometrics: Modelling and Estimation
This paper presents a survey on panel data methods in which I emphasize new developements. In particular, linear multilevel models with a new variant are discussed. Furthermore, non-linear, nonparametric and semiparametric models are analyzed. In contrast to linear models there do not exist unified methods for nonlinear approaches. In this case FEM are dominated by CML methods. Under REM assumptions it is often possible to use the ML method directly. As alternatives GMM and simulated estimators exist. If the nonlinear function is not exactly known, nonparametric or semiparametric methods should be preferred.
- Sprache
-
Englisch
- Erschienen in
-
Series: Diskussionsbeitrag ; No. 319
Klassifikation
Wirtschaft
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
Single Equation Models; Single Variables: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
Semiparametric and Nonparametric Methods: General
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Single Equation Models; Single Variables: Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
Single Equation Models; Single Variables: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
Semiparametric and Nonparametric Methods: General
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
Thema
panel Data
linear multilevel
nonlinear
non- and semiparametric models
linear multilevel
nonlinear
non- and semiparametric models
Ereignis
Geistige Schöpfung
(wer)
Hübler, Olaf
Ereignis
Veröffentlichung
(wer)
Universität Hannover, Wirtschaftswissenschaftliche Fakultät
(wo)
Hannover
(wann)
2005
- Handle
- Letzte Aktualisierung
-
20.09.2024, 08:23 MESZ
Objekttyp
- Arbeitspapier
Beteiligte
- Hübler, Olaf
- Universität Hannover, Wirtschaftswissenschaftliche Fakultät
Entstanden
- 2005
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