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L'économétrie des panels en perspective

  • Alain Trognon

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

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

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Handle: RePEc:cai:repdal:redp_136_0727
Contact details of provider: Web page: http://www.cairn.info/revue-d-economie-politique.htm

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  1. Jacques MAIRESSE & Bronwyn H. HALL & Benoît MULKAY, 1999. "Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years," Annales d'Economie et de Statistique, ENSAE, issue 55-56, pages 27-67.
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  8. Blundell, Richard & Griffith, Rachel & Windmeijer, Frank, 2002. "Individual effects and dynamics in count data models," Journal of Econometrics, Elsevier, vol. 108(1), pages 113-131, May.
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  13. 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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