Estimation des modèles de données de panel avec régresseurs temporels

Rachid Boumahdi and Alban Thomas

Annals of Economics and Statistics, 1997, issue 46, 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
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Working Paper: Estimation des Modeles de Donnees de Panel avec Regresseurs Temporels (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1997:i:46:p:23-48

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