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Multilevel and nonlinear panel data models

✍ Scribed by Hübler, Olaf


Publisher
Springer
Year
2006
Tongue
German
Weight
929 KB
Volume
90
Category
Article
ISSN
0002-6018

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Sequential numerical integration in nonl
✍ Florian Heiss 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 156 KB

## Abstract This paper discusses the estimation of a class of nonlinear state space models including nonlinear panel data models with autoregressive error components. A health economics example illustrates the usefulness of such models. For the approximation of the likelihood function, nonlinear fi