Panel Data Econometrics Master of Science in Economics University of Geneva

Christophe Hurlin

Description

Niveau: Supérieur, Master
General introduction Panel Data Econometrics Master of Science in Economics - University of Geneva Christophe Hurlin, Université d?Orléans University of Orléans January 2010 C. Hurlin Panel Data Econometrics

• multiple observations


• individuals observed


• double index


• income dynamics


• data econometrics


• panel


• université d?orléans

Informations

• Publié par: profil-mupheg-2012
• Nombre de lectures: 16
• Langue: English

Extrait

General introduction

Panel Data Econometrics

Master of Science in Economics - University of Geneva

Christophe Hurlin, Université dOrléans

University of Orléans

January 2010

C.HurlinPanelDataEconometrics

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General introduction

General introduction

Denition A longitudinal, or panel, data set is one that follows a given sample of individuals over time, and thus provides multiple observations on each individual in the sample. (Hsiao,2003, page 2).

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Terminology and notations:

Individual or cross section unit region, state,: country, rm, consumer, individual, couple of individuals or countries (gravity models) etc. Double index: i (for cross-section unit) and t (for time)

y it fori=1, ..,Nandt=1, ..,T

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General introduction

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