The application of nonlinear fixed effects models in econometrics has often been avoided for two reasons, one methodological, one practical. The methodological question centers on a incidental parametres problem that raises questions about the statistical properties of the estimator. The...

This paper surveys recently developed approaches to analyzing panel data with nonlinear models. We summarize a number of results on estimation of fixed and random effects models in nonlinear modeling frameworks such as discrete choice, count data, duration, censored data, sample selection,...

This paper makes two important contributions to the literature on prediction intervals for firm specific inefficiency estimates in cross sectional SFA models. Firstly, the existing intervals in the literature do not correspond to the minimum width intervals and in this paper we discuss how to...

This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well-known variants of the negative binomial model (the NB1 and NB2 forms). We then analyze some alternative approaches to the...

In this paper, we examine heterogeneity in the trip preferences of recreationists by applying a random parameters negative binomial model and a latent class negative binomial model to a panel data set of beach users at a site on the west coast of Ireland. This is the first such attempt in the...

In this paper, we present an extension of Shaw’s (1988) and Englin and Shonkwiler’s (1995) count data travel cost models corrected for on-site sampling to a panel data setting. We develop a panel data negative binomial count data model that corrects for endogenous stratification and...

In this paper, we present an extension of Shaw’s (1988) and Englin and Shonkwiler’s (1995) count data travel cost models corrected for on-site sampling to a panel data setting. We develop a panel data negative binomial count data model that corrects for endogenous stratification and...

This note develops an encompassing model for two well known variants of the negative binomial model (the NB1 and NB2 forms). We conclude with an application of the proposed model using the data employed in a recent health care study.