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Farm-Level Data Model For Agricultural Policy Analysis: A Two-Way Ecm Approach

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Author Info
Sckokai, Paolo
Moro, Daniele
Platoni, Silvia

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Abstract

Econometric models wishing to estimate relevant parameters for agricultural policy analysis are increasingly relying on unbalanced panels of farm-level data. Since in the agricultural economics literature such models have often been estimated through simplified approaches, in this paper we try to verify whether the adoption of more sophisticated panel data techniques may impact the estimation results. For this reason, the policy model by Moro and Sckokai (1999) has been re-estimated using techniques recently developed in the econometric literature. The preliminary results show a strong impact on the estimations. This seems to suggest that the adoption of proper panel-data techniques is likely to be very important in order to obtain reliable estimates of some key policy parameters.

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Publisher Info
Paper provided by European Association of Agricultural Economists in its series 107th Seminar, January 30-February 1, 2008, Sevilla, Spain with number 6693.

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Date of creation: 2008
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Handle: RePEc:ags:eaa107:6693

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Related research
Keywords: Agricultural policy; Panel data; Systems of equations; Agricultural and Food Policy; Research Methods/ Statistical Methods;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Biorn, Erik, 2004. "Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure," Journal of Econometrics, Elsevier, vol. 122(2), pages 281-291, October. [Downloadable!] (restricted)
  2. Paolo Sckokai & Daniele Moro, 2006. "Modeling the Reforms of the Common Agricultural Policy for Arable Crops under Uncertainty," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 88(1), pages 43-56, 02. [Downloadable!] (restricted)
  3. Paolo Sckokai & Jesús Antón, 2005. "The Degree of Decoupling of Area Payments for Arable Crops in the European Union," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 87(5), pages 1220-1228, November. [Downloadable!] (restricted)
  4. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January. [Downloadable!] (restricted)
  5. Teresa Serra & David Zilberman & Barry K. Goodwin & Keijo Hyvonen, 2005. "Replacement of Agricultural Price Supports by Area Payments in the European Union and the Effects on Pesticide Use," American Journal of Agricultural Economics, American Agricultural Economics Association, vol. 87(4), pages 870-884, November. [Downloadable!] (restricted)
  6. Alfons Oude Lansink, 1999. "Area Allocation Under Price Uncertainty on Dutch Arable Farms," Journal of Agricultural Economics, Blackwell Publishing, vol. 50(1), pages 93-105. [Downloadable!] (restricted)
  7. H. Baltagi, Badi & Heun Song, Seuck & Cheol Jung, Byoung, 2001. "The unbalanced nested error component regression model," Journal of Econometrics, Elsevier, vol. 101(2), pages 357-381, April. [Downloadable!] (restricted)
  8. Teresa Serra & David Zilberman & Barry K. Goodwin & Allen Featherstone, 2006. "Effects of decoupling on the mean and variability of output," European Review of Agricultural Economics, Oxford University Press for the Foundation for the European Review of Agricultural Economics, vol. 33(3), pages 269-288, September.
  9. Boumahdi, R. & Chaaban, J. & Thomas, A., 2004. "Import demand estimation with country and product effects : application of multi-way unbalanced panel data models to Lebanese imports," Economics Working Paper Archive (Toulouse) 200417, French Institute for Agronomy Research (INRA), Economics Laboratory in Toulouse (ESR Toulouse). [Downloadable!]
  10. Wansbeek, Tom & Kapteyn, Arie, 1989. "Estimation of the error-components model with incomplete panels," Journal of Econometrics, Elsevier, vol. 41(3), pages 341-361, July. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Hoveid, O. & Raknerud, A., 2008. "Dynamics of income, wealth and capital in Norwegian farm household accounts: A state-space model," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44461, European Association of Agricultural Economists. [Downloadable!]
  2. Moro, Daniele, 2008. "Market And Policy Issues In Micro-Econometric Demand Modeling," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6500, European Association of Agricultural Economists. [Downloadable!]
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