IDEAS home Printed from https://ideas.repec.org/a/jns/jbstat/v217y1998i3p334-344.html
   My bibliography  Save this article

Time-Varying Coefficients for Discrete Panel Data / Zeitvariierende Koeffizienten für diskrete Panel Daten

Author

Listed:
  • Tutz Gerhard

    (Institut für Quantitative Methoden, TU Berlin, Franklinstr. 28/29, Fr 6-4, D-10587 Berlin)

Abstract

For panels which are observed over a long time it has to be assumed that the effects of covariates vary across time. An estimation method based on local likelihood principles is proposed which allows to estimate the variation of coefficients in the case of discrete responses. Approximate confidence intervals are derived for the estimates. The method is applied to business tendency surveys and the results are compared to the extended Kaiman filtering approach.

Suggested Citation

  • Tutz Gerhard, 1998. "Time-Varying Coefficients for Discrete Panel Data / Zeitvariierende Koeffizienten für diskrete Panel Daten," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 217(3), pages 334-344, June.
    • Handle: RePEc:jns:jbstat:v:217:y:1998:i:3:p:334-344
    DOI: 10.1515/jbnst-1998-0305
    as

    Download full text from publisher

    File URL: https://doi.org/10.1515/jbnst-1998-0305
    Download Restriction: no
    File URL: https://libkey.io/10.1515/jbnst-1998-0305?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jns:jbstat:v:217:y:1998:i:3:p:334-344. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Golla (email available below). General contact details of provider: https://www.degruyter.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.