Traditional econometric analysis concentrate on classical methods which are far from suitable handling actual economic problems. Modern econometric analysis tries to develop new approaches from an economic perspective. As a consequence, there is less of a unified econometric theory than in...

This paper presents a survey on panel data methods in which I emphasize new developements. In particular, linear multilevel models with a new variant are discussed. Furthermore, non-linear, nonparametric and semiparametric models are analyzed. In contrast to linear models there do not exist...