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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/53323
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| DC Field | | Value | | Language |
| dc.contributor.author | | Massetti, Emanuele | | en_US |
| dc.contributor.author | | Mendelsohn, Robert | | en_US |
| dc.date.accessioned | | 2011-07-21 | | en_US |
| dc.date.accessioned | | 2011-12-15T11:33:08Z | | - |
| dc.date.available | | 2011-12-15T11:33:08Z | | - |
| dc.date.issued | | 2011 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/53323 | | - |
| dc.description.abstract | | Many nonmarket valuation models, such as the Ricardian model, have been estimated using cross sectional methods with a single year of data. Although multiple years of data should increase the robustness of such methods, repeated cross sections suggest the results are not stable. We argue that repeated cross sections do not properly specify the model. Panel methods that correctly specify the Ricardian model are stable over time. The results suggest that many cross sectional methods including hedonic studies and travel cost studies could be enhanced using panel data. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Fondazione Eni Enrico Mattei Milano | | en_US |
| dc.relation.ispartofseries | | Nota di lavoro // Fondazione Eni Enrico Mattei: Climate Change and Sustainable Development Series 50.2011 | | en_US |
| dc.subject.jel | | Q1 | | en_US |
| dc.subject.jel | | Q12 | | en_US |
| dc.subject.jel | | Q51 | | en_US |
| dc.subject.jel | | Q54 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Climate Change | | en_US |
| dc.subject.keyword | | Impacts | | en_US |
| dc.subject.keyword | | Agriculture | | en_US |
| dc.subject.keyword | | Hedonic Models @Many nonmarket valuation models, such as the Ricardian model, have been estimated using cross sectional methods with a single year of data. Although multiple years of data should increase the robustness of such methods, repeated cross sections suggest the results are not stable. We argue that repeated cross sections do not properly specify the model. Panel methods that correctly specify the Ricardian model are stable over time. The results suggest that many cross sectional methods including hedonic studies and travel cost studies could be enhanced using panel data | | en_US |
| dc.subject.keyword | | National Bureau of Economic Research web site | | en_US |
| dc.subject.stw | | Ricardianisches Äquivalenztheorem | | en_US |
| dc.subject.stw | | Panel | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | Estimating Ricardian models with panel data | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 664539955 | | en_US |
| dc.description.abstracttrans | | @Many nonmarket valuation models, such as the Ricardian model, have been estimated using cross sectional methods with a single year of data. Although multiple years of data should increase the robustness of such methods, repeated cross sections suggest the results are not stable. We argue that repeated cross sections do not properly specify the model. Panel methods that correctly specify the Ricardian model are stable over time. The results suggest that many cross sectional methods including hedonic studies and travel cost studies could be enhanced using panel data | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | en_US |
| Appears in Collections: | | FEEM Working Papers, Fondazione Eni Enrico Mattei
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