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Fixed and Random Effects in Nonlinear Models

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  • William Greene

Abstract

This paper surveys recently developed approaches to analyzing panel data with nonlinear models. We summarize a number of results on estimation of fixed and random effects models in nonlinear modeling frameworks such as discrete choice, count data, duration, censored data, sample selection, stochastic frontier and, generally, models that are nonlinear both in parameters and variables.

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Bibliographic Info

Paper provided by New York University, Leonard N. Stern School of Business, Department of Economics in its series Working Papers with number 01-01.

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Date of creation: 2001
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Handle: RePEc:ste:nystbu:01-01

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Postal: New York University, Leonard N. Stern School of Business, Department of Economics, 44 West 4th Street, New York, NY 10012-1126
Phone: (212) 998-0860
Fax: (212) 995-4218
Web page: http://w4.stern.nyu.edu/economics/
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