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La investigación econométrica mediante paneles de datos: Historia, modelos y usos en México
[Econometric research with panel data: History, models and uses in Mexico]

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  • Ruiz-Porras, Antonio

Abstract

We show an introduction to the econometric research that uses panel-data. In the first part, we describe the development of panel-data models from the nineteenth century to the beginning of the twenty-first one. In the second part, we describe the models with fixed, random and dynamic effects. In the subsequent parts we describe some trends in the econometric research referred to Mexico. Specifically, we show the trends that characterize published studies; and some trends in the use of the models in certain areas of knowledge (social sciences, economics, international economics, finance, public finance). We assess the trends with the articles in the REDALYC database referred to the period 2000-2011.

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 42909.

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Date of creation: 28 Nov 2012
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Handle: RePEc:pra:mprapa:42909

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Keywords: Panel-data Econometrics; Research; Mexico; Models; History of Econometrics;

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  1. Maddala, G S, 1971. "The Likelihood Approach to Pooling Cross-Section and Time-Series Data," Econometrica, Econometric Society, vol. 39(6), pages 939-53, November.
  2. Marc Nerlove, 1968. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross-Sections," Cowles Foundation Discussion Papers 257, Cowles Foundation for Research in Economics, Yale University.
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  4. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
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  6. Ruiz-Porras, Antonio, 2007. "Banking competition and financial fragility: Evidence from panel-data," MPRA Paper 5673, University Library of Munich, Germany.
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  12. Nerlove,Marc, 2005. "Essays in Panel Data Econometrics," Cambridge Books, Cambridge University Press, number 9780521022460, Fall.
  13. Steve Bond, 2002. "Dynamic panel data models: a guide to microdata methods and practice," CeMMAP working papers CWP09/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  14. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 277-97, April.
  15. Keane, Michael P & Runkle, David E, 1992. "On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(1), pages 1-9, January.
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