Estimation des modèles de données de panel avec régresseurs temporels

Rachid BOUMAHDI and Alban Thomas ()

Annales d'Economie et de Statistique, 1997, issue 46, pages 23-48

Abstract: This paper presents a model for panel data, where regressors may vary across time, across individuals, or both. Some of the regressors are assumed to be endogenous. The objective is here to extend estimation methods for models with a single random effect to the two-effects case. The properties of the IV estimators proposed are investigated using a Monte-Carlo simulation procedure.

Date: 1997
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://www.jstor.org/stable/20076067 (application/pdf)

Related works:
Working Paper: Estimation des Modeles de Donnees de Panel avec Regresseurs Temporels (1996)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:adr:anecst:y:1997:i:46:p:02

Access Statistics for this article

Annales d'Economie et de Statistique is edited by Robert Gary-Bobo

More articles in Annales d'Economie et de Statistique from ENSAE
Contact information at EDIRC.
Series data maintained by Robert Gary-Bobo ().