Nonlinear Panel Data Models: Heterogeneity, Identification and Estimation.
Category
FP7 Project with U.S. partner
Short name and number
NONLINEAR PANEL (219359)
Area
Socio-economic Sciences and the Humanities
Description
Unobserved heterogeneity is an important factor to take into account when making inference based on micro-data. In linear panel data models it is well known how to control for permanent unobserved heterogeneity in a robust way, i.e. without assuming any parametric distribution of the heterogeneity on the population. In contrast the problem is much more difficult in nonlinear models.
Participating Countries
Spain and United States.
Name of US Partner
MASSACHUSSETTS INSTITUTE OF TECHNOLOGY MIT CORPORATION
Contact
UNIVERSIDAD CARLOS III DE MADRID (ES) / CARRASCO Raquel