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Some recent developments in microeconometrics: A survey

  • König, Heinz
  • Lechner, Michael

This paper summarizes some recent developments in rnicroeconometrics with respect to methods for estimation and inference in non-linear models based on cross-section and panel data. In particular we discuss recent progress in estimation with conditional moment restrictions, simulation methods, serniparametric methods, as well as specification tests. We use the binary cross-section and panel probit model to illustrate the application of some of the theoretical results.

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Paper provided by ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research in its series ZEW Discussion Papers with number 94-12.

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Date of creation: 1994
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Handle: RePEc:zbw:zewdip:9412
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