Distribution-free estimation of some nonlinear panel data models
نویسندگان
چکیده
منابع مشابه
Distribution-free Estimation of Some Nonlinear Panel Data Models
The notion of a conditional linear predictor is used as a distributionfree method for eliminating the individual-specific effects in a class of nonlinear, unobserved components panel data models. The methodology is applied to a general count model, which allows for individual dispersion in addition to an individual mean effect. As a corollary of the general results, the multinomial quasi-condit...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1999
ISSN: 0304-4076
DOI: 10.1016/s0304-4076(98)00033-5