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L'économétrie des panels en perspective

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  • Alain Trognon

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.

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Bibliographic Info

Article provided by Dalloz in its journal Revue d'économie politique.

Volume (Year): Volume 113 (2003)
Issue (Month): 6 ()
Pages: 727-748

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Handle: RePEc:cai:repdal:redp_136_0727

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Web page: http://www.cairn.info/revue-d-economie-politique.htm

Related research

Keywords: econometric modeling; models with panel data;

References

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  1. Jacques Mairesse & Bronwyn H. Hall & Benoit Mulkay, 1999. "Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years," NBER Working Papers 7437, National Bureau of Economic Research, Inc.
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  13. Holly, Alberto, 1982. "A Remark on Hausman's Specification Test," Econometrica, Econometric Society, vol. 50(3), pages 749-59, May.
  14. repec:fth:inseep:8808 is not listed on IDEAS
  15. Chamberlain, Gary & Griliches, Zvi, 1975. "Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(2), pages 422-49, June.
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Cited by:
  1. Marie Coiffard & Laëtitia Guilhot, 2012. "Migrations internationales : la mobilité des Hommes, facteur d'intégration régionale en Asie Orientale ?," Post-Print halshs-00755102, HAL.

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