Fixed and Random Effects in Nonlinear Models

William Greene

New York University, Leonard N. Stern School Finance Department Working Paper Seires from New York University, Leonard N. Stern School of Business-

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.

Keywords: PANEL DATA; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
Pages: 47 pages
Date: 2001
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Citations: View citations in EconPapers (86)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:nystfi:01-01

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