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Les méthodes de pseudo-panel

Author

Listed:
  • M. GUILLERM

    (Insee)

Abstract

Pseudo-panel methods are an alternative to the use of panel data when only repeated cross- sections are available. They are commonly used for life-cycle models, price elasticies or wage elasticities estimations. Pseudo-panel methods follow cohorts, meaning groups of individuals that are stable over time, rather than individuals. Under appropriate conditions in constructing these cohorts, classic panel data models can be used. This document explains in details pseudo- panel estimation : from the composition of the cohorts to the estimation. Examples of SAS, R and STATA programs are presented, and finally an application on successive waves of the Household Wealth Surveys.

Suggested Citation

  • M. Guillerm, 2015. "Les méthodes de pseudo-panel," Documents de Travail de l'Insee - INSEE Working Papers m2015-02, Institut National de la Statistique et des Etudes Economiques.
    • Handle: RePEc:nse:doctra:m2015-02
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    File URL: https://www.insee.fr/fr/statistiques/fichier/1381173/Lesmethodesspeudo-panel-CB.pdf
    File Function: Document de travail "Méthodologie Statistique" de la DMCSI numéro M2015/02
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