Improved Estimation Procedures for Nonlinear Panel Data Models

Offer Lieberman and Laszlo Matyas

No 267632, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: The paper proposes two different estimation procedures for nonlinear panel data models with a general parametric heterogeneity distribution. Using small—sigma and the Laplace approximation, easily computable analytical solutions to the marginal likelihood are presented.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 20
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/267632/files/monash-184.pdf (application/pdf)
https://ageconsearch.umn.edu/record/267632/files/monash-184.pdf?subformat=pdfa (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:monebs:267632

DOI: 10.22004/ag.econ.267632

Access Statistics for this paper

More papers in Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().