Nonlinear models with panel data
نویسندگان
چکیده
منابع مشابه
Robust Priors in Nonlinear Panel Data Models Robust Priors in Nonlinear Panel Data Models
The copyright to this Article is held by the Econometric Society. It may be downloaded, printed and reproduced only for educational or research purposes, including use in course packs. No downloading or copying may be done for any commercial purpose without the explicit permission of the Econometric Society. For such commercial purposes contact the Office of the Econometric Society (contact inf...
متن کاملa new approach to credibility premium for zero-inflated poisson models for panel data
هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
15 صفحه اولNonlinear Panel Models with Interactive Effects∗
This paper considers estimation and inference on semiparametric nonlinear panel single index models with predetermined explanatory variables and interactive individual and time effects. These include static and dynamic probit, logit, and Poisson models. Fixed effects conditional maximum likelihood estimation is challenging because the log likelihood function is not concave in the individual and...
متن کاملNonlinear Panel Data Analysis
Nonlinear panel data models naturally arise in economic applications, yet their analysis is challenging. Here we provide a progress report on some recent advances in the area. We start by reviewing the properties of random-effects maximum likelihood. We emphasize a link with Bayesian computation and Markov Chain Monte Carlo, which provides a convenient approach to estimation and inference. Rela...
متن کاملNonlinear Panel Data
Nonlinear panel data models arise naturally in economic applications, yet their analysis is challenging. Here we provide a progress report on some recent advances in the area. We start by reviewing the properties of random-effects likelihood approaches. We emphasize a link with Bayesian computation and Markov Chain Monte Carlo, which provides a convenient approach to estimation and inference. R...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Portuguese Economic Journal
سال: 2002
ISSN: 1617-982X,1617-9838
DOI: 10.1007/s10258-002-0007-y