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Utilisation jointe de données de panel et d'informations agrégées dans l'estimation d'un modèle Probit

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  • François Laisney
  • Michael Lechner

Abstract

[eng] Combining Panel Data and Macro Information for the Estimation of a Panel Probit Model . by François Laisney and Michael Lechner . When studying particular subgroups of a population the econometrician typically has few observations, and should draw upon any additional relevant information. We illustrate, for the estimation of a labour-market participation model for lone mothers, the relative benefits derived from using the panel structure of the data in a GMM framework and from including macro information in the form of extra moments. [fre] Utilisation jointe de données de panel et d'informations agrégées dans l'estimation d'un modèle Probit . par François Laisney et Michael Lechner . Lors de l'étude de sous-populations particulières, l'économètre dispose souvent d'un nombre restreint d'observations, et la possibilité de recourir à des informations complémentaires prend une grande importance. À propos de l'estimation d'un modèle de participation de mères isolées au marché du travail, nous illustrons les gains d'efficacité obtenus dans le contexte de la méthode des moments généralisée par l'utilisation de la structure de panel des données et par l'inclusion, sous forme de moments supplémentaires, d'informations agrégées.

Suggested Citation

  • François Laisney & Michael Lechner, 1996. "Utilisation jointe de données de panel et d'informations agrégées dans l'estimation d'un modèle Probit," Économie et Prévision, Programme National Persée, vol. 126(5), pages 177-189.
  • Handle: RePEc:prs:ecoprv:ecop_0249-4744_1996_num_126_5_5830
    Note: DOI:10.3406/ecop.1996.5830
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    Cited by:

    1. Samir Ghazouani & Mohamed Goaied, 2001. "The Determinants of Urban and Rural Poverty in Tunisia," Working Papers 0126, Economic Research Forum, revised 09 Jun 2001.

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