Multilevel and nonlinear panel data models

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Honore, B. E., Lewbel, A. (2002). Semiparametric binary choice panel data models without strictly exogenous regressors. Econometrica 70 2053–2063.

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Kyriazidou, E. (1995). Essays in Estimation and Testing of Econometric Models. Dissertation, Evanston (Illinois).

Kyriazidou, E. (1997). Estimation of a panel data sample selection model. Econometrica 65 1335–1364.

Lee, M.-J. (1999). Nonparametric estimation and test for quadrant correlation in multivariate binary response models. Econometric Reviews 18 387–415.

Li, Q., Hsiao, C. (1998). Testing serial correlation in semiparametric panel data models. Journal of Econometrics 87 207–237.

Li, Q., Stengos, T. (1996). Semiparametric estimation of partially linear panel data models. Journal of Econometrics 71, 389–397.

Li, Q., Ullah, A. (1998). Estimating partially linear panel data models with one-way error components. Econometric Reviews 17 145–166.

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Manski, C. F. (1987). Semiparametric analysis of random effects linear models from binary panel data. Econometrica 55 357–362.

Pagan, A., Ullah, A. (1999). Nonparametric Analysis. Cambridge University Press, Cambridge.

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Ullah, A., Roy, N. (1998). Nonparametric and semiparametric econometrics of panel data. In Handbook of Applied Economics (A. Ullah, D. E. A. Giles, eds.), 579–604. Marcel Dekker, New York.

Wandsbeek, T. J., Kapteyn, A. (1989). Estimation of the error components model with incomplete panels. Journal of Econometrics 41 341–261.

Wooldridge, J. M. (2002). Econometric analysis of cross section and panel data. MIT Press, Cambridge.