Estimation des modèles de données de panel avec régresseurs temporels

This paper presents a model for panel data, where regressors may vary across time, across individuals, or both. Some of the regressors are assumed to be endogenous. The objective is here to extend estimation methods for models with a single random effect to the two-effects case. The properties of the IV estimators proposed are investigated using a Monte-Carlo simulation procedure.

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Year of publication:	1997
Authors:	BOUMAHDI, Rachid ; THOMAS, Alban
Published in:	Annales d'Economie et de Statistique. - École Nationale de la Statistique et de l'Admnistration Économique (ENSAE). - 1997, 46, p. 23-48
Publisher:	École Nationale de la Statistique et de l'Admnistration Économique (ENSAE)

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005065861