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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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  • William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics.
    • Handle: RePEc:ste:nystbu:01-01
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    File URL: http://w4.stern.nyu.edu/economics/docs/workingpapers/2001/EC-01-01.pdf
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    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

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