207 research outputs found
Estimation de relations de long terme sur données de panel : nouveaux résultats
No full textEstimation 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.Estimation de relations de long terme sur données de panel : nouveaux résultats .
par Alain Pirotte
Cet article s'intéresse à la détermination des effets de long terme sur données de panel. On montre que l'estimateur inter-individuel (between) de la relation statique, alors que la vraie spécification est dynamique, converge toujours en probabilité vers les effets de long terme. Par contre, ce résultat ne s'applique pas systématiquement aux estimateurs des MCO et intra-individuel (within). D'autre part, nous mettons en évidence l'importance de l'effet individuel sur la variable explicative dans la convergence plus ou moins rapide des estimateurs between, des MCO et within vers le coefficient de long terme. En particulier, sa présence permet de retrouver l'association entre estimateurs des MCO et between pour retracer les effets de long terme. Enfin, l'estimation d'un modèle de demande de travail sur un panel de 93 entreprises françaises suivies de 1987 à 1991, nous permet de conclure quant à la pertinence empirique de nos résultats théoriques.Pirotte Alain. Estimation de relations de long terme sur données de panel : nouveaux résultats. In: Économie & prévision, n°126, 1996-5. Analyse des comportements économiques à partir de données de panel, sous la direction de Pierre Blanchard et Patrick Sevestre. pp. 143-161
A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors
No full textThis paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the approaches proposed by Baltagi, Fingleton and Pirotte (2014) and Fingleton (2008). The main idea is to mix non-spatial and spatial instruments to obtain consistent estimates of the parameters. Then, a forecasting approach is proposed and a linear predictor is derived. Using Monte Carlo simulations, we compare the short-run and long-run effects and evaluate the predictive efficiencies of optimal and various suboptimal predictors using the Root Mean Square Error (RMSE) criterion. Last, our approach is illustrated by an application in geographical economics which studies the employment levels across 255 NUTS regions of the EU over the period 2001–2012, with the last two years reserved for prediction
Regional spillover effects of renewable energy generation in Italy
No full textIn a multivariate setting, we document that renewable energy generation has a positive impact on economic growth at the regional level in Italy. We do so by adopting panel data unit-root and cointegration tests as well as Granger non-causality tests relying on the system GMM estimator. Our results are interpreted in three ways. Renewable energy generation alleviates balance-of-payments constraints and reduces the exposure of a regional economy to the volatility of the price of fossil fuels and to negative environmental and health externalities deriving from non-renewable energy generation. Therefore, our evidence supports policies promoting renewable energy generation.renewable energy generation, economic growth, panel unit root and cointegration tests, Granger causality, Italy, panel error correction model, regions.
Panel Data Estimation Techniques for Farm-level Data Model
No full textEconometric models wishing to estimate relevant parameters for agricultural policy analysis are increasingly relying on unbalanced panels of farm-level data. Since in the agricultural economics literature such models have often been estimated through simplified approaches, in this paper we try to verify whether the adoption of more sophisticated panel data techniques may impact the estimation results. For this reason, the policy model by Moro and Sckokai (1999) has been reestimated using techniques recently developed in the econometric literature. The preliminary results show a strong impact on the estimations. This seems to suggest that the adoption of proper panel-data techniques is likely to be very important in order to obtain reliable estimates of some key policy parameters.Agricultural policy, Panel data, Systems of equations, Agricultural and Food Policy,
A Metaobject protocol fot integrating full-fledged relationships into reflective systems
No full textDoctorat en philosophie et lettresinfo:eu-repo/semantics/nonPublishe
Evaluer et améliorer la qualité de l'information: herméneutique des bases de données administratives
No full textDoctorat en philosophie et lettresinfo:eu-repo/semantics/nonPublishe
Incomplete and uncertain information in relational databases
No full text<p align="justify">In real life it is very often the case that the available knowledge is imperfect in the sense that it represents multiple possible states of the external world, yet it is unknown which state corresponds to the actual situation of the world. Imperfect knowledge can be of two different categories. Knowledge is incomplete if it represents different states, one of which is true in the external world. On the contrary, knowledge is uncertain if it represents different states which may be satisfied or are likely to be true in the external world.</p><p><p align="justify">Imperfect knowledge can be considered under two different perspectives: using either an algebraic or a logical approach. We present both approaches in relation with the standard relational model, providing the necessary background for the subsequent development.</p><p><p align="justify">The study of imperfect knowledge has been an active area of research, in particular in the context of relational databases. However, due to the complexity of manipulating imperfect knowledge, little practical results have been obtained so far. In this thesis we provide a survey of the field of incompleteness and uncertainty in relational databases;it can be used also as an introductory tutorial for understanding the intuitive semantics and the problems encountered when representing and manipulating such imperfect knowledge. The survey concentrates in giving an unifying presentation of the different approaches and results found in the literature, thus providing a state of the art in the field.</p><p><p align="justify">The rest of the thesis studies in detail the manipulation of one type of incomplete knowledge, namely disjunctive information, and one type of uncertain knowledge, namely probabilistic information. We study both types of imperfect knowledge using similar approaches, that is through an algebraic and a logical framework. The relational algebra operators are generalized for disjunctive and probabilistic relations, and we prove the correctness of these generalizations. In addition, disjunctive and probabilistic databases are formalized using appropriate logical theories and we give sound and complete query evaluation algorithms.</p><p><p align="justify">A major implication of these studies is the conviction that viewing incompleteness and uncertainty as different facets of the same problem would allow to achieve a deeper understanding of imperfect knowledge, which is absolutely necessary for building information systems capable of modeling complex real-life situations. </p>Doctorat en sciences, Spécialisation Informatiqueinfo:eu-repo/semantics/nonPublishe
La gestion de la complexité des schémas conceptuels à base d'objets
No full textDoctorat en philosophie et lettresinfo:eu-repo/semantics/nonPublishe
Competition and product differentiation for the pesticide market : an empirical approach using french disagregated data
No full textEn 2008, à l’issue du « Grenelle de l’Environnement » la France prend l’engagement de réduire de 50% les usages en pesticides des agriculteurs à niveaux de production inchangés. Comment y parvenir ? Un tel objectif est-il réalisable ? Cette thèse apporte des éléments de réponses grâce à l’étude de la demande en pesticides des agriculteurs et à son interaction avec l’offre de produits des firmes. L’exploitation de données individuelles permet d’analyser les déterminants des usages des agriculteurs liés aux caractéristiques des produits phytosanitaires. Le premier chapitre estime un système de demande en supposant que les produits sont homogènes au sein des grandes catégories de traitements. Il montre que la demande est peu sensible aux prix des produits à un niveau global. Il met en évidence que seule une taxe ad valorem très élevée permettrait d’atteindre l’objectif du "Grenelle de l’Environnement" , ce qui amputerait significativement les revenus des agriculteurs. Afin d’envisager une solution alternative, la suite de la thèse étudie une action simultanée sur l’offre et sur la demande. Il est préalablement nécessaire de construire un indice des prix qui intègre les spécificités techniques et réglementaires de ces produits. Cela fait l’ objet du second chapitre. Le prix ajusté est utilisé dans le troisième chapitre qui s’intéresse à l’équilibre du marché . La prise en compte de la structure de la concurrence rend possible l’identification des différentes sources de marges des firmes. L’analyse des changements de marges avant et après la modification de la procédure d’homologation des produits souligne une augmentation des marges des firmes après renforcement des exigences environnementales des caractéristiques des produits.Following the “Grenelle de l’Environnement” the French government takes the commitment to reduce by 50% pesticide use while maintaining current production levels. How can we reach this objective? Is this target sustainable ? This thesis analyzes the demand of farmers and its interaction with firms supply. A desagregated dataset is constructed to analyze the determinants of farmers’ practices related to the characteristics of products and firms that market them. The first chapter estimates a demand system assuming homogeneous products within categories of pesticides. It confirms that the demand is not sensitive to the prices at an aggregated level. It shows that only a very high ad valorem tax would achieve the objective of the ”Grenelle de l’Environnement”. However, this measure would significantly reduce farmers' income. Alternatively, the thesis retains simultaneous action on both the supply and the demand. First, a price index is constructed in the second chapter. It introduces the technical and regulatory specificities of these products by exploiting the panel structure of the price series. Second, the adjusted price computed indexis used in the third chapter which retains structural econometrics framework to analyze the market equilibrium. Taking into account the structure of competition we compute the margins of firms which are generated by different competition conduct. These results are used to evaluate the effect of the modification of the homologation process on margins. We find that important source of margin was generated by this regulation which sustain innovation
Cross-sectional dependence in heterogeneous panels : estimation, inference and forecasting
No full textLa disponibilité de données de panel ayant des dimensions temporelle et individuelle comparables et importantes augmente rapidement. Cette structure offre de nouvelles perspectives pour appréhender et caractériser les dépendances inter-individuelles. Cette thèse, tout en s'appuyant sur la littérature récente liée aux panels hétérogènes de grande taille en présence de dépendances inter-individuelles, en propose trois prolongements. Le premier chapitre traite des problèmes d'estimation, d'inférence et de prévision, en se concentrant sur la comparaison d'estimateurs hétérogènes, homogènes et partiellement homogènes en présence de dépendances inter-individuelles. Ces dernières renvoient à des structures de dépendance spatiale sur les perturbations et à la présence de facteurs communs. Le deuxième chapitre se focalise sur l'élaboration de tests robustes à différentes structures de dépendance inter-individuelle afin d'évaluer la qualité prédictive de plusieurs panels. Enfin, le troisième chapitre se concentre sur les prévisions, obtenues sur la base d'approches itérée et directe, et l'introduction de termes spécifiques liés aux dépendances inter-individuelles dans les prédicteurs. La comparaison des prévisions de taux d'inflation sur un panel de pays de l'OCDE révèle notamment l'importance de la prise en compte des facteurs communs.The availability of panel data sets with comparable and large time and individual dimensions is rapidly increasing. This structure offers new possibilities to understand and characterize cross-sectional dependence. This thesis makes three contributions to the recent literature dealing with large heterogeneous panel data sets with cross-sectional dependence. The first chapter deals with estimation, inference and forecasting issues focusing on the comparison of heterogeneous, homogeneous and partially homogeneous panel data estimators in presence of cross-sectional dependence modeled by spatial error dependence and common factors. In the second chapter novel tests for equal predictive ability in panels of forecasts are proposed, allowing for different types and strength of cross-sectional dependence across units. Finally, the third chapter focuses on forecasts obtained using iterated and direct methods. A special emphasis is put on the predictors which contain terms related to interactions between panel units. Inflation forecasts for the OECD countries are compared empirically. The results show the importance of taking common factors into account to predict inflation
- …
