Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/53323
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dc.contributor.authorMassetti, Emanueleen_US
dc.contributor.authorMendelsohn, Roberten_US
dc.date.accessioned2011-07-21en_US
dc.date.accessioned2011-12-15T11:33:08Z-
dc.date.available2011-12-15T11:33:08Z-
dc.date.issued2011en_US
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_US
dc.language.isoengen_US
dc.publisher|aFondazione Eni Enrico Mattei (FEEM) |cMilanoen_US
dc.relation.ispartofseries|aNota di lavoro // Fondazione Eni Enrico Mattei: Climate Change and Sustainable Development Series |x50.2011en_US
dc.subject.jelQ1en_US
dc.subject.jelQ12en_US
dc.subject.jelQ51en_US
dc.subject.jelQ54en_US
dc.subject.ddc330en_US
dc.subject.keywordClimate Changeen_US
dc.subject.keywordImpactsen_US
dc.subject.keywordAgricultureen_US
dc.subject.stwRicardianisches Äquivalenztheoremen_US
dc.subject.stwPanelen_US
dc.subject.stwTheorieen_US
dc.titleEstimating Ricardian models with panel dataen_US
dc.typeWorking Paperen_US
dc.identifier.ppn664539955en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US

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