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L'économétrie des panels en perspective

Alain Trognon

Revue d'économie politique, 2003, vol. 113, issue 6, 727-748

Abstract: Since its beginnings, about 40years ago, the econometrics of panel data has experienced an incredible evolution, both from the point of view of its applications and from that of the building of a significant corpus of appropriate methods. This paper aims at providing a short statement of the state of the art about the latter aspect, that of methods. It shows how, departing from the linear model framework, where individual effects account for the heterogeneity of behaviours across individuals, the econometrics of panel data has considerably evolved, thanks to the progress of pure knowledge, to the increased availability of panel datasets and to the extraordinary computing power that is now available. The enhanced capability of applied economists to work with sophisticated econometric programs and softwares now allows them to make use of these methods more and more easily, a statement which is perfectly illustrated by the present special issue.

Keywords: econometric modeling; models with panel data (search for similar items in EconPapers)
Date: 2003
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