This paper develops procedures for the estimation of a common localizing parameter using panel data. Pooling information across individuals in a panel aids the identification and estimation of the localising parameter and leads to consistent estimation in somple panel models. However, in the...

The present document details, step by step, an efficient and simple way to construct the file input for the programs TRAMO ("Time Series Regression with ARIMA Noise Missing Observations, and Outliers") and SEATS ("Signal Extraction in ARIMA Time Series") for all possible cases and applications....

The present document details, step by step, an efficient and simple way to construct the file input for the programs TRAMO ("Time Series Regression with ARIMA Noise Missing Observations, and Outliers") and SEATS ("Signal Extraction in ARIMA Time Series") for all possible cases and applications....

This paper evaluates the latest version 4.4 of the econometric software TSP. After reviewing the general estimation methods, the originalities of the software are underlined, compared to what is available on the market. Some aspects of programming in TSP are detailed and th enew Window 95...

The data consists of multivariate failure times under random censorship. By the kernel smoothing techniques, convolutions of integrated multivariated hazard functions provide some estimators of the so-called multivariate hazard functions (Fermanian (1995)). We adopt the method of Jones, Marron...

This chapter focuses on two of the developments in panel data econometrics since the Handbook chapter by Chamberlain (1984). The first objective of this chapter is to provide a review of linear panel data models with predetermined variables. We discuss the implications of assuming that...

This paper overviews some recent developments in nonstationary panel data asymptotics, concentrating on the nonstationary panel case and gives a new result for models with individual effects. Underlying recent theory are asymptotics for multi-indexed processes in which both indexes may pass to...

The problem addresses in this article is the bias to income and expenditure elasticity estimates caused by inattention to measurement error and unobserved heterogeneity. We gauge these biases by comparing cross-sectional, pseudo-panel and true panel data from Polish and American expenditure surveys.

Cet article presente un modele de donnees de panel dans lequel les regresseurs peuvent varier dans le temps, selon les individus, ou les deux. Certains regresseurs sont supposes endogenes. Lo'bjectif est ici est d'etendre les methodes d'estimation des modeles a un seul effet au modele a deux...

This paper uses both the cross-section and panel data approaches to study regional growth in China.