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date: 24 February 2020

Abstract and Keywords

Chapter 6 surveys the intersection of two large areas of research in applied and theoretical econometrics. Panel data modeling broadly encompasses nearly all of modern microeconometrics and some of macroeconometrics as well. Discrete choice is the gateway to and usually the default framework in discussions of nonlinear models in econometrics. Chapter 6 will select a few specific topics of interest: essentially modeling cross-sectional heterogeneity in three foundational discrete choice settings: binary, ordered multinomial, unordered multinomial. A fourth, count data frameworks, is treated in detail in Cameron and Trivedi (2013). We will examine some of the empirical models used in recent applications, mostly in parametric forms of panel data models for discrete outcomes.

Keywords: panel data, econometrics, macroeconometrics, microeconometrics, discrete choice, interest

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