Time-varying coefficients for discrete panel data

被引：0
|
作者：
Tutz, G [1 ]
机构：
[1] TU Berlin, Inst Quantitat Methoden, D-10587 Berlin, Germany
来源：
JAHRBUCHER FUR NATIONALOKONOMIE UND STATISTIK | 1998年 / 217卷 / 03期
关键词：
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
For panels which are observed over a long time it has to be assumed that the effects of covariates vary across time. An estimation method based on local likelihood principles is proposed which allows to estimate the variation of coefficients in the case of discrete responses. Approximate confidence intervals are derived for the estimates. The method is applied to business tendency surveys and the results are compared to the extended Kalman filtering approach.
引用
收藏
页码：334 / 344
页数：11
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