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Estimation des modèles de données de panel avec régresseurs temporels

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  • Rachid Boumahdi
  • Alban Thomas

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.

Suggested Citation

  • Rachid Boumahdi & Alban Thomas, 1997. "Estimation des modèles de données de panel avec régresseurs temporels," Annals of Economics and Statistics, GENES, issue 46, pages 23-48.
    • Handle: RePEc:adr:anecst:y:1997:i:46:p:23-48
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    File URL: http://www.jstor.org/stable/20076067
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    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models

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