FLORENS, Jean-Pierre; FOUGERE, Denis; MOUCHART, Michel - Center for Operations Research and Econometrics (CORE), … - 1995
This work has been prepared as chapter 19 for the volume Econometrics of Panel Data (2nd ed., Matyas and Sevestre eds., Kluwer Academic Publishers). The main emphasis is on modelling whereas inference problems are only sketched. After a short review on the basic issues on marginal models (i.e....