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Pièges et limitations de l'analyse micro-économétrique

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  • Marcel G. Dagenais

Abstract

[eng] Pitfalls and Limitations in Micro-Econometric Analyses, . by Marcel G. Dagenais.. . Econometric analyses of micro-econometric data can have serious pitfalls and limitations. For certain widely used models, the asymptotic properties of the consistency of estimators may not be verified even for samples of several thousand observations. Another problem is that the validity of the analyses can be limited significantly by errors in the variables or by omitting important non-economic variables. [spa] Trampas y limitadones del anâlisis microinformático, . por Marcel G. Dagenais.. . El análisis econométrico de los datos microeconómicos puede presentar importantes trampas o limitaciones. Así, las propiedades asintóticas de convergencia de los índices de estimación pueden no verif icarse en el caso de ciertos modelos utilizados corrientemente, incluso si se dispone de muestras de varios miles de observaciones. Por otra parte, la validez de los análisis puede verse limitada considerablemente por la presencia de errores en las variables y por la omisión de importantes variables no económicas. [ger] Fallstricke und Einschränkungen der mikroökonometrischen Analyse, . von Marcel G. Dagenais.. . Die ökonometrische Analyse der mikroökonomischen Daten kann Fallstricke oder bedeutende Einschränkungen enthalten. Bei bestimmten häufig benutzten Modellen ist es deshalb möglich, daß sich die asymptotischen Konvergenzeigenschaften der Schätzer nicht bewahrheiten, selbst wenn man über Stichproben von mehreren tausend Beobachtungen verfügt. Im übrigen kann die Gültigkeit der Analysen durch das Vorhandensein von Fehlern in den Variablen sowie durch das Auslassen wichtiger nichtökonomischer Variablen beträchtlich eingeschränkt sein. [fre] Pièges et limitations de l'analyse micro-économétrique, . par Marcel G. Dagenais.. . L'analyse économétrique des données micro-économiques peut comporter des pièges ou des limitations importantes. Ainsi les propriétés asymptotiques de convergence des estimateurs peuvent ne pas se vérifier dans le cas de certains modèles couramment utilisés, même lorsqu'on dispose d'échantillons de plusieurs milliers d'observations. Par ailleurs, la validité des analyses peut être limitée de façon notable par la présence d'erreurs dans les variables ainsi que par l'omission de variables non économiques importantes.

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  • Marcel G. Dagenais, 1992. "Pièges et limitations de l'analyse micro-économétrique," Économie et Prévision, Programme National Persée, vol. 102(1), pages 1-9.
    • Handle: RePEc:prs:ecoprv:ecop_0249-4744_1992_num_102_1_5271
    DOI: 10.3406/ecop.1992.5271
    Note: DOI:10.3406/ecop.1992.5271
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