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Panel Data Econometrics: Modelling and Estimation

  • Hübler, Olaf

This paper presents a survey on panel data methods in which Iemphasize new developments. Inparticular, 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.

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Paper provided by Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät in its series Hannover Economic Papers (HEP) with number dp-319.

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Length: 36 pages
Date of creation: Aug 2005
Date of revision:
Handle: RePEc:han:dpaper:dp-319
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