Neuere Ansätze in der Mikroökonometrie: Modellierung, Schätz- und Testverfahren
AbstractThis 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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Bibliographic InfoPaper provided by Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät in its series Hannover Economic Papers (HEP) with number dp-270.
Length: 66 pages
Date of creation: Feb 2003
Date of revision:
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 and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models
This paper has been announced in the following NEP Reports:
- NEP-ALL-2003-02-18 (All new papers)
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