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Panel Data Econometrics Master of Science in Economics University of Geneva

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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


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General introduction
Panel Data Econometrics
Master of Science in Economics - University of Geneva
Christophe Hurlin, Université dOrléans
University of Orléans
January 2010
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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)
yitfori=1, ..,Nandt=1, ..,T
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General introduction
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