Hétérogénéité - 1. Etude des biais d'estimation dans le cas linéaire

Christian Gourieroux and Irina Peaucelle

Annals of Economics and Statistics, 1990, issue 17, 163-183

Abstract: In the case of panel data, the introduced explanatory variables are often not sufficient for describing all the individual caracteristics and it may be useful to consider relations with individual varying coefficients. When this heterogeneity is even partially omitted, the estimated parameters may or not have some interpretations in terms of the associated disaggregated parameters. In this paper we analyse the existence and the importance of heterogeneity biases for linear models.

Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1990:i:17:p:163-183

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