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Estimation des Modeles de Donnees de Panel avec Regresseurs Temporels

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Author Info

  • Boumahdi, R.
  • Thomas, A.

Abstract

Cet article presente un modele de donnees de panel dans lequel les regresseurs peuvent varier dans le temps, selon les individus, ou les deux. Certains regresseurs sont supposes endogenes. Lo'bjectif est ici est d'etendre les methodes d'estimation des modeles a un seul effet au modele a deux effets. les proprietes des estimateurs proposes sont etudiees au moyen d'une procedure d'estimation de simulation a la Monte-Carlo.

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Bibliographic Info

Paper provided by Toulouse - GREMAQ in its series Papers with number 96.437.

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Length: 27 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:fth:gremaq:96.437

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Keywords: ECONOMETRICS;

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