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dc.contributor.authorMassetti, Emanueleen
dc.contributor.authorMendelsohn, Roberten
dc.date.accessioned2011-07-21-
dc.date.accessioned2011-12-15T11:33:08Z-
dc.date.available2011-12-15T11:33:08Z-
dc.date.issued2011-
dc.identifier.urihttp://hdl.handle.net/10419/53323-
dc.description.abstractMany 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
dc.language.isoengen
dc.publisher|aFondazione Eni Enrico Mattei (FEEM) |cMilanoen
dc.relation.ispartofseries|aNota di Lavoro |x50.2011en
dc.subject.jelQ1en
dc.subject.jelQ12en
dc.subject.jelQ51en
dc.subject.jelQ54en
dc.subject.ddc330en
dc.subject.keywordClimate Changeen
dc.subject.keywordImpactsen
dc.subject.keywordAgricultureen
dc.subject.stwRicardianisches Äquivalenztheoremen
dc.subject.stwPanelen
dc.subject.stwTheorieen
dc.titleEstimating Ricardian models with panel data-
dc.typeWorking Paperen
dc.identifier.ppn664539955en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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