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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]

Author

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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.

Suggested Citation

  • Ruiz-Porras, Antonio, 2012. "La investigación econométrica mediante paneles de datos: Historia, modelos y usos en México
    [Econometric research with panel data: History, models and uses in Mexico]
    ," MPRA Paper 42909, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:42909
    as

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    File URL: https://mpra.ub.uni-muenchen.de/43091/1/MPRA_paper_43091.pdf
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    References listed on IDEAS

    as
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    2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    3. Antonio Ruiz-Porras, 2008. "Banking Competition and Financial Fragility: Evidence from Panel-Data," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 23(1), pages 49-87.
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    More about this item

    Keywords

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

    JEL classification:

    • B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models

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