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Neuere Ansätze in der Mikroökonometrie: Modellierung, Schätz- und Testverfahren

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Author Info
Hübler, Olaf

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Abstract

This paper presents a survey on recent developments in estimation methods, instrumental variables approaches, panel data models, non- and semiparametric models for micro data. Additionally, some tests in these areas are considered. Special attention is paid to problems with weak instruments, linked employer-employee approaches, non- and semiparametric models for panel data. The article discusses available solutions, mentions unsolved problems and applications to the presented econometric methods. The paper concludes with hints to future research which should combine several strands.

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File URL: http://www.wiwi.uni-hannover.de/Forschung/Diskussionspapiere/dp-270.pdf
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Publisher Info
Paper provided by Universität Hannover, Wirtschaftswissenschaftliche Fakultät in its series Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover with number dp-270.

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Length: 66 pages
Date of creation: Feb 2003
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Handle: RePEc:han:dpaper:dp-270

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Related research
Keywords: schwache Instrumente Linked-Employer-Employee-Modelle Mixed-Effects-Modelle Zähldaten- und Selektionskorrekturmodelle für Paneldaten additive Modelle nicht- und semiparametrische Modelle für Querschnitts- und Paneldaten

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models

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