Panel Data Econometrics: Modelling and Estimation

Olaf Hübler

Hannover Economic Papers (HEP) from Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät

Abstract: 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.

Keywords: panel data; linear multilevel; nonlinear; non- and semiparametric models (search for similar items in EconPapers)
JEL-codes: C14 C23 C24 C25 (search for similar items in EconPapers)
Pages: 36 pages
Date: 2005-08
New Economics Papers: this item is included in nep-ecm
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