Innovación e comercio: Estimación dun modelo dinámico de datos de panel con coeficientes heteroxéneos

Xulia Guntín Araujo
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Xulia Guntín Araujo: Dpto. de Métodos Cuantitativos para a Economía e a Empresa. Universidade de Santiago de Compostela

No 17, Documentos de trabajo - Analise Economica from IDEGA - Instituto Universitario de Estudios e Desenvolvemento de Galicia

Abstract: The objective of this paper is to estimate a dynamic panel data model with heterogeneous coefficients. Since usual “within” estimators do not have good properties in an autoregressive model, we introduce instrumental variables for a fixed effects model, by adapting the method used by Balestra and Nerlove (1966) for a model with random effects. This methodology permits us to identify the importance of sectorial and national effects in the relation between innovation and international trade, based on the existence of different sectorial patterns in the innovation process, as well as in the characteristics of National Systems of Innovation which influence the effect of technology on the configuration of trade patterns.

Keywords: Panel data; heterogeneous coefficients; instrumental variables; innovation; international trade (search for similar items in EconPapers)
Pages: 35 pages
Date: 2001
New Economics Papers: this item is included in nep-ino
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Persistent link: https://EconPapers.repec.org/RePEc:edg:anecon:0017

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