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Système de régressions empilées et panel incomplet : un tour d'horizon

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  • Marc Ivaldi
  • Michel Simioni

Abstract

[fre] Système de régressions empilées et panel incomplet : un tour d'horizon, . par Marc Ivaldi, Michel Simioni.. . Cette note présente les méthodes habituelles d'estimation d'un système de régressions empilées, en considérant d'abord le cas de panels incomplets, et en accordant une attention particulière aux problèmes d'erreurs de spécification : hétéroscédasticité et non-respect des conditions d'orthogonalité entre variables exogènes et effets individuels. [ger] System kombinierter Regressionen und unvollständiges Panel: ein Uberblick, . von Marc Ivaldi, Michel Simioni.. . In diesem Artikel werden die üblichen Methoden zur Schätzung eines Systems kombinierter Regressionen dargestellt, wobei zunächst der Fall unvollständiger Panels unter besonderer Berücksichtigung der Probleme infolge von Spezifizierungsfehlern erörtert wird: Heteroskedastizität und Nichtbeachtung der Orthogonalitätsbedingungen zwischen exogenen Variablen und individu'ellen Effekten. [spa] Sistema de regresiones apiladas y panel incomplète. Apreciación de conjunto, . por Marc Ivaldi , Michel Simioni.. . En este artículo se presentan los métodos comentes de evaluación de un sistema de regresiones apiladas, considerando en primer lugar el caso de paneles incompletos y poniendo una atención particular a los problemas de errores de espetificación: heterosedasticidad e incumplimiento de las condiciones de ortogonalidad entre variables exógenas y efectos individuales. [eng] The Pooled Regression System and Incomplete Panel Data: An Overview, . by Marc Ivaldi, Michel Simioni.. . This memo gives the usual methods for estimating a pooled regression system, first considering the example of incomplete panel data, laying particular emphasis on errors in specification: i.e. heteroscedasticity and the disregard of the conditions of orthogonality between exogenous variables and individual effects.

Suggested Citation

  • Marc Ivaldi & Michel Simioni, 1992. "Système de régressions empilées et panel incomplet : un tour d'horizon," Économie et Prévision, Programme National Persée, vol. 105(4), pages 97-107.
    • Handle: RePEc:prs:ecoprv:ecop_0249-4744_1992_num_105_4_5307
    DOI: 10.3406/ecop.1992.5307
    Note: DOI:10.3406/ecop.1992.5307
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    References listed on IDEAS

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