| Titre | Estimation de relations de long terme sur données de panel : nouveaux résultats | |
|---|---|---|
| Auteur | Alain Pirotte | |
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Revue | Economie et prévision |
| Numéro | no 126, 1996/5 Analyse des comportements économiques à partir de données de panel | |
| Rubrique / Thématique | Analyse des comportements économiques à partir de données de panel |
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| Page | 143-161 | |
| Résumé anglais |
Estimation of Long Run Effects on Panel Data: New Results by Alain Pirotte
This article is focus on estimated long run effects on panel data. We show that the probability limit of between estimator of a static model, whereas the true specification is a dynamic relationship, gives the long run effects. If the exogenous variable follows a stationary process with individual effects, we show that the convergence of Between estimator is more pronounced than the OLS and Within estimators. Moreover, with individual effects the association OLS and Between estimators with long run effects is proved. Finally, the estimation of a labour demand model on a french panel data of 93 firms over the period 1987 to 1991 confirms the theoretical results. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_1996_num_126_5_5828 |
