Regression modelEconometrics / time series
非线性动态面板数据模型
非线性动态面板数据模型将标准的面板方法扩展到结果是二元的、计数型的或审查的，并且过去结果的实现直接影响当前结果的情况。它处理了未观测到的个体异质性以及状态依赖性，将真实的持久性与由未测量单位特征驱动的虚假持久性区分开来。
阅读完整方法
仅限会员
登录使用免费账户登录即可阅读本节。
Method map
The neighbourhood of related methods — select a node to explore.
来源
- Wooldridge, J. M. (2005). Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. Journal of Applied Econometrics, 20(1), 39-54. DOI: 10.1002/jae.770 ↗
- Honore, B. E., & Tamer, E. (2006). Bounds on parameters in panel dynamic discrete choice models. Econometrica, 74(3), 611-629. DOI: 10.1111/j.1468-0262.2006.00676.x ↗
如何引用本页
ScholarGate. (2026, June 3). Nonlinear Dynamic Panel Data Model. ScholarGate. https://scholargate.app/zh/econometrics/nonlinear-dynamic-panel-data-model
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
Compare side by side →