Improved Estimation Procedures for Nonlinear Panel Data Models

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.


Issue Date:
Jul 01 1994
Publication Type:
Working or Discussion Paper
Language:
English
Total Pages:
20
Series Statement:
Working Paper No. 15/94




 Record created 2018-02-01, last modified 2018-02-02

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