This chapter surveys nonparametric methods for estimation and inference in a panel data setting. Methods surveyed include profile likelihood, kernel smoothers, as well as series and sieve estimators. The practical application of nonparametric panel-based techniques is less prevalent that, say,...

Incorporation of expert information in inference or decision settings is often important, especially in cases where data are unavailable, costly or unreliable. One approach is to elicit prior quantiles from an expert and then to fit these to a statistical distribution and proceed according to...

Frontmatter -- Contents -- Preface -- Chapter One Introduction -- Chapter Two Components of a Dynamic Programming Model -- Chapter Three Discrete States and Controls -- Chapter Four Likelihood Functions for Discrete State/Control Models -- Chapter Five Random Utility Models -- Chapter Six...