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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]

  • Ruiz-Porras, Antonio

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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File URL: http://mpra.ub.uni-muenchen.de/42909/1/MPRA_paper_42909.pdf
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File URL: http://mpra.ub.uni-muenchen.de/43091/1/MPRA_paper_43091.pdf
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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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  1. 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.
  2. Swamy, P A V B, 1970. "Efficient Inference in a Random Coefficient Regression Model," Econometrica, Econometric Society, vol. 38(2), pages 311-23, March.
  3. Capolupo, Rosa, 2008. "The New Growth Theories and Their Empirics after Twenty Years," Economics Discussion Papers 2008-27, Kiel Institute for the World Economy.
  4. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003. "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LP, vol. 3(1), pages 1-31, March.
  5. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
  6. Ruiz-Porras, Antonio, 2007. "Banking competition and financial fragility: Evidence from panel-data," MPRA Paper 5673, University Library of Munich, Germany.
  7. J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
  8. 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.
  9. 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.
  10. repec:cup:cbooks:9780521815345 is not listed on IDEAS
  11. Richard Blundell & Stephen Bond, 2000. "GMM Estimation with persistent panel data: an application to production functions," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 321-340.
  12. R Blundell & Steven Bond, . "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers W14&104., Economics Group, Nuffield College, University of Oxford.
  13. 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.
  14. Ariane Dupont-Kieffer & Alain Pirotte, 2011. "The Early Years of Panel Data Econometrics," History of Political Economy, Duke University Press, vol. 43(5), pages 258-282, Supplemen.
  15. Mundlak, Yair, 1978. "On the Pooling of Time Series and Cross Section Data," Econometrica, Econometric Society, vol. 46(1), pages 69-85, January.
  16. 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.
  17. 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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