Panel Data Econometrics: Modelling and Estimation

Arbeitspapier

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.

Object Details

• Language: Englisch

References and Relationships

• Bibliographic citation: Series: Diskussionsbeitrag ; No. 319

Classification and Topics

• Classification: 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
• Subject: panel Data ; linear multilevel ; nonlinear ; non- and semiparametric models

Contributors, Places and Time

• Event: Geistige Schöpfung
• (who): Hübler, Olaf
• Event: Veröffentlichung
• (who): Universität Hannover, Wirtschaftswissenschaftliche Fakultät
• (where): Hannover
• (when): 2005

Further information

• Handle: http://hdl.handle.net/10419/22431
• Last update: 10.03.2025, 11:44 AM CET