Common econometric methods for non-linear panel data models, such as
the probit or the tobit model, are either difficult to compute or
depend critically and in a non robust way on simplifying statistical
assumptions, or even both.
The aim of our line of research is to find robust and almost efficient estimators that are still fairly easy to compute. We also considered to include external information in the process of estimation. To derive such types of estimators we developed in most cases some variant of a GMM estimator.
International collaboration: During the various phases of this
project we cooperated and still cooperate with Irene Bertschek (ZEW,
Mannheim), Jörg Breitung (Humboldt Universität, Berlin),
and Francois Laisney (University of Strasbourg and ZEW,
|type||applied research project|
|start of project||2005|
|end of project||2005|