Yassine ben nasser

Programmation sur STATA des données de Panel

Modèle :
Fonction de production de type Cobb-Douglas pour expliquer la croissance économique
d’un certain nombre de pays.

****Programmation sur données de Panel***

****Importation des données*********
****** data panel*****
clear all
. import excel "C:\STATA\base de panel [Link]", sheet("Base") firstrow

. describe

Contains data
obs: 162
vars: 12
size: 9,720
---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
storage display value
variable name type format label variable label
---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
Observations int %10.0g Observations
Country_Name str8 %9s Country_Name
Region byte %10.0g Region
code byte %10.0g code
Year int %10.0g Year
Trend int %10.0g Trend
PIBH double %10.0g PIBH
Travail long %10.0g Travail
Capital double %10.0g Capital
IPC double %10.0g IPC
Trade double %10.0g Trade
Credit double %10.0g Credit
---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
Sorted by:
Note: Dataset has changed since last saved.

. ***Changement des libellées des variables****

.
. label var Trend "La tendance par Country"

.
. label var PIBH "Le PIB par habitant en $ Constant"

.
. label var Travail "La population active"

.
. label var Capital "La Formation du Capital Fixe en % du PIB"
 Yassine ben nasser

.
. label var IPC "L'indice du prix à la consommation base 100 de 2010"

.
. label var Trade "L'ouverture commerciale en % du PIB "

.
. label var Credit "Les crédits privés aux particuliers en % du PIB "

***Yit***
******Identification du Panel*****

. xtset code Year

panel variable: code (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

***Transformation d'un texte en valeur numérique**

. encode Country_Name, gen(Country)
****** Identification du Panel*****

. xtset Country Year

panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

**Analyses Graphique et Descriptive*****

**Représentation Graphique*****
. xtline PIBH
****** data panel*****
clear all
clear all

. import excel "C:\STATA\base de panel [Link]", sheet("Base") firstrow

. describe

Contains data
obs: 162
vars: 12
size: 9,720
---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
storage display value
variable name type format label variable label
---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
Observations int %10.0g Observations
Country_Name str8 %9s Country_Name
Region byte %10.0g Region
code byte %10.0g code
Year int %10.0g Year
Trend int %10.0g Trend
PIBH double %10.0g PIBH
Travail long %10.0g Travail
Capital double %10.0g Capital
IPC double %10.0g IPC
Trade double %10.0g Trade
 Yassine ben nasser

Credit double %10.0g Credit

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
Sorted by:
Note: Dataset has changed since last saved.

. ***Changement des libellées des variables****

.
. label var Trend "La tendance par Country"

.
. label var PIBH "Le PIB par habitant en $ Constant"

.
. label var Travail "La population active"

.
. label var Capital "La Formation du Capital Fixe en % du PIB"

.
. label var IPC "L'indice du prix à la consommation base 100 de 2010"

.
. label var Trade "L'ouverture commerciale en % du PIB "

.
. label var Credit "Les crédits privés aux particuliers en % du PIB "

***Yit***
******Identification du Panel*****

. xtset code Year

panel variable: code (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

***Transformation d'un texte en valeur numérique**

. encode Country_Name, gen(Country)
****** Identification du Panel*****

. xtset Country Year

panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

**Analyses Graphique et Descriptive*****

**Représentation Graphique*****
. xtline PIBH
 Yassine ben nasser

Algerie Djibouti Iran

10000
Le PIB par habitant en $ Constant
5000
0

Liban Maroc Tunisie

10000
5000
0

1990 2000 2010 20201990 2000 2010 20201990 2000 2010 2020
Year
Graphs by Country_Name

xtline PIBH, overlay

8000
Le PIB par habitant en $ Constant
2000 4000 6000 0

1990 1995 2000 2005 2010 2015

Year

Algerie Djibouti
Iran Liban
Maroc Tunisie

****Evolution du PIBH pour le Country 1 : Algérie xtline PIBH if code == 1

 Yassine ben nasser

Algerie
6000
Le PIB par habitant en $ Constant
4000
2000
0

1990 2000 2010 2020

Year
Graphs by Country_Name

xtline PIBH if code <= 6

Algerie Djibouti Iran

10000
Le PIB par habitant en $ Constant
5000
0

Liban Maroc Tunisie

10000
5000
0

1990 2000 2010 20201990 2000 2010 20201990 2000 2010 2020
Year
Graphs by Country_Name

******Histogramme******
histogram PIBH
 Yassine ben nasser

4.0e-04
3.0e-04
Density
2.0e-04
1.0e-04
0

0 2000 4000 6000 8000

Le PIB par habitant en $ Constant

histogram PIBH, normal

4.0e-04
3.0e-04
Density
2.0e-04
1.0e-04
0

0 2000 4000 6000 8000

Le PIB par habitant en $ Constant

histogram PIBH if code == 1, normal

 Yassine ben nasser

6.0e-04
4.0e-04
Density
2.0e-04
0

1000 2000 3000 4000 5000 6000

Le PIB par habitant en $ Constant

****Analyse descriptive Globale*****

.
. tabstat PIBH Travail Capital IPC Trade Credit, stat(n mean sd min q max
skewness kurtosis cv)

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 162 162 162 162 162 162
mean | 3008.989 2.43e+07 2.23e+07 21.05401 77.2091 45.14143
sd | 2047.227 2.35e+07 3.17e+07 29.87463 29.38421 24.9851
min | 753.52 590398 30052.72 .15 29.22484 3.907
p25 | 1499.972 3701464 4215966 2.962 51.71181 22.979
p50 | 2216.878 1.81e+07 1.02e+07 5.7695 74.19178 45.3655
p75 | 4140.152 3.38e+07 2.90e+07 25.55 93.90299 63.298
max | 8787.947 8.03e+07 1.65e+08 115.238 167.8022 111.898
skewness | 1.128608 .8949163 2.392842 1.768218 .742675 .2561279
kurtosis | 3.521694 2.706654 8.821987 5.033674 3.108138 2.26798
cv | .6803704 .9697511 1.422379 1.418952 .3805796 .5534848
----------------------------------------------------------------------

. ****Analyse descriptive par Country****

.
. xtset Country Year
panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

.
. by Country: tabstat PIBH Travail Capital IPC Trade Credit, stat(n mean sd
min q max skewness kurtosis cv)
 Yassine ben nasser

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Country = Algerie

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 27 27 27 27 27 27
mean | 2985.661 3.28e+07 3.20e+07 9.359519 60.02265 14.26222
sd | 1487.152 4202700 2.44e+07 9.77308 9.060081 11.94358
min | 1444.908 2.59e+07 1.11e+07 .339 44.91894 3.907
p25 | 1721.579 2.94e+07 1.22e+07 3.254 52.2476 6.489
p50 | 2394.42 3.24e+07 1.67e+07 4.785 61.12963 12.117
p75 | 4132.76 3.61e+07 5.85e+07 16.653 67.47618 16.266
max | 5564.826 4.06e+07 7.87e+07 31.67 76.68118 56.143
skewness | .557956 .2099088 .7166182 1.268077 -.0470758 2.331208
kurtosis | 1.783883 2.051445 1.813494 3.06941 1.919306 8.235598
cv | .4980981 .1281845 .7609964 1.044186 .1509444 .837428
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Country = Djibouti

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 27 27 27 27 27 27
mean | 1054.826 756306.6 314854.8 78.21278 114.3876 32.27748
sd | 381.0951 110278.4 376888.7 22.82301 27.24679 8.414301
min | 753.52 590398 30052.72 49.126 82.31955 20.075
p25 | 767.467 643682 48114.74 55.639 89.16133 24.396
p50 | 819.974 758615 91823.7 73.173 108.1876 30.909
p75 | 1325.991 851146 509450 100 134.2396 41.178
max | 1862.167 942333 1312879 115.238 167.8022 46.061
skewness | 1.015204 .0716588 1.328437 .3040369 .4312595 .2369139
kurtosis | 2.549201 1.74247 3.576597 1.701762 1.821746 1.7907
cv | .3612873 .1458117 1.197024 .2918067 .238197 .2606864
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Country = Iran

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 27 27 27 27 27 27
mean | 3402.83 6.84e+07 6.99e+07 19.51652 43.30209 36.06481
sd | 2102.374 7300340 4.50e+07 9.528453 6.828715 15.99538
min | 1080.561 5.62e+07 1.77e+07 7.628 29.22484 15.177
p25 | 1746.216 6.16e+07 3.46e+07 13.5 39.01392 20.852
p50 | 2231.343 6.88e+07 5.01e+07 17.213 43.06421 32.433
p75 | 5414.456 7.46e+07 1.14e+08 25.55 48.16878 51.361
max | 7842.435 8.03e+07 1.65e+08 49.656 56.05415 65.151
skewness | .7559557 -.0552651 .6924101 1.479974 -.0126897 .2101801
kurtosis | 2.236305 1.813002 2.122679 5.174877 2.398876 1.558326
cv | .617831 .1067611 .6440226 .488225 .1576995 .4435177
----------------------------------------------------------------------
 Yassine ben nasser

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Country = Liban

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 27 27 27 27 27 27
mean | 5657.343 3863243 6401791 12.36111 88.59022 76.952
sd | 2279.551 977400.4 4346244 23.47812 26.76722 17.75137
min | 1050.118 2703016 504395.8 .15 50.11774 45.287
p25 | 4457.96 3070960 3666335 1.2 62.08464 66.14
p50 | 5425.669 3701464 4762852 4.55 94.52326 78.643
p75 | 8046.633 4337141 9538527 8.88 109.5126 87.902
max | 8787.947 6006668 1.49e+07 99.85 133.5495 111.898
skewness | -.298953 .8037043 .7238312 2.683733 .0050207 -.0401709
kurtosis | 2.265711 2.60281 2.239056 9.343709 1.786722 2.463134
cv | .4029366 .253 .6789106 1.899353 .3021464 .2306811
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Country = Maroc

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 27 27 27 27 27 27
mean | 2018.38 2.99e+07 1.83e+07 2.670704 64.37253 46.24641
sd | 732.357 3017542 1.00e+07 2.124635 13.30124 17.46576
min | 1195.595 2.49e+07 7781960 .435 47.09957 16.786
p25 | 1336.775 2.75e+07 9350604 .995 51.14604 27.273
p50 | 1721.974 2.98e+07 1.35e+07 1.888 60.53647 44.035
p75 | 2847.286 3.24e+07 2.94e+07 3.707 78.48549 64.313
max | 3154.513 3.53e+07 3.29e+07 7.986 85.67047 71.638
skewness | .3508764 .0818841 .385227 1.058927 .2557434 -.087998
kurtosis | 1.403523 1.965436 1.382481 2.953172 1.551199 1.767781
cv | .3628439 .100764 .5494826 .7955337 .2066292 .3776674
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Country = Tunisie

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 27 27 27 27 27 27
mean | 2934.894 9918826 6872982 4.203444 92.57952 65.04567
sd | 1003.856 888601.5 2539340 1.458329 9.752917 8.062123
min | 1492.879 8232797 2994091 1.983 77.90607 53.757
p25 | 2116.167 9256037 4543148 3.125 85.6904 58.951
p50 | 2761.969 9939678 6286845 3.725 91.19282 62.247
p75 | 4129.977 1.06e+07 9677706 4.938 102.1219 69.112
max | 4310.093 1.14e+07 1.09e+07 8.194 115.3918 81.155
skewness | .0932417 -.1493891 .198114 .745281 .5828113 .6941934
kurtosis | 1.447054 2.126205 1.640051 3.381392 2.480243 2.197391
cv | .3420416 .0895874 .369467 .3469366 .1053464 .1239456
----------------------------------------------------------------------

.
 Yassine ben nasser

. ****Analyse descriptive par Année****

.
. xtset Year Country
panel variable: Year (strongly balanced)
time variable: Country, 1 to 6
delta: 1 unit

.
. by Year: tabstat PIBH Travail Capital IPC Trade Credit, stat(n mean sd
min q max skewness kurtosis cv)

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1990

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 1520.995 1.98e+07 1.03e+07 25.93917 80.73981 45.9675
sd | 654.977 2.09e+07 1.30e+07 26.63789 39.63125 23.16465
min | 766.141 590398 63994.69 6.545 37.08183 16.786
p25 | 1050.118 2703016 504395.8 6.783 48.37703 22.979
p50 | 1347.724 1.66e+07 5388025 12.1405 74.39579 50.26
p75 | 2219.842 2.59e+07 1.67e+07 49.126 117.914 56.143
max | 2394.42 5.62e+07 3.37e+07 68.9 132.2744 79.377
skewness | .3436934 .8474286 1.055083 .817062 .196204 .0370502
kurtosis | 1.570926 2.523451 2.699346 1.950222 1.380551 1.890331
cv | .4306241 1.058098 1.265557 1.026937 .4908514 .5039354
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1991

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 1443.899 2.02e+07 9756461 26.54883 76.95129 38.95483
sd | 376.3493 2.13e+07 1.30e+07 19.36583 34.39122 14.21895
min | 762.011 606844 65422.77 7.986 44.18985 19.934
p25 | 1263.06 2752462 858626.2 8.194 49.78053 22.42
p50 | 1585.265 1.69e+07 5599024 21.5075 69.20508 44.7135
p75 | 1721.579 2.66e+07 1.18e+07 49.978 97.42641 48.191
max | 1746.216 5.74e+07 3.46e+07 50.12 131.9008 53.757
skewness | -1.099078 .8455266 1.348355 .3783 .5694142 -.526115
kurtosis | 2.782794 2.520014 3.373814 1.450599 1.945586 1.550781
cv | .2606479 1.057553 1.329202 .7294419 .4469219 .3650112
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1992

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 1496.51 2.05e+07 8897231 36.62633 72.40655 35.2785
 Yassine ben nasser

sd | 437.7729 2.17e+07 9765743 35.33936 31.16046 21.70013

min | 777.262 615054 91823.7 5.74 40.39334 7.255
p25 | 1295.423 2821862 1386480 5.824 49.18949 22.302
p50 | 1569.849 1.72e+07 6289195 28.739 68.13308 32.1845
p75 | 1801.335 2.72e+07 1.30e+07 50.866 87.23799 51.575
max | 1965.341 5.83e+07 2.63e+07 99.85 121.3523 66.17
skewness | -.6035139 .8374261 .9779747 .9706391 .4840868 .1726828
kurtosis | 2.167549 2.506283 2.699621 2.745726 1.884601 1.784582
cv | .2925293 1.054731 1.097616 .964862 .4303542 .6151092
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1993

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 1514.627 2.09e+07 7609702 21.139 69.61713 33.95267
sd | 654.881 2.19e+07 6873997 17.12174 26.54326 21.34932
min | 753.52 618495 42701.76 3.975 44.91894 6.618
p25 | 1080.561 2900854 2192761 5.183 46.04075 20.852
p50 | 1429.279 1.75e+07 6097616 20.8715 65.06991 31.8895
p75 | 1797.524 2.78e+07 1.35e+07 24.74 88.41563 45.287
max | 2597.601 5.90e+07 1.77e+07 51.193 108.1876 67.18
skewness | .5779515 .8264679 .4096214 .7889028 .3420043 .3312741
kurtosis | 2.30157 2.487839 1.720988 2.702258 1.543043 2.11798
cv | .432371 1.0509 .9033201 .8099598 .3812748 .6287965
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1994

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 1631.348 2.12e+07 7817776 21.80633 66.42422 34.15333
sd | 844.1435 2.22e+07 6751784 19.10029 24.51182 22.01453
min | 790.032 622366 30052.72 4.733 41.61294 6.489
p25 | 1202.868 2974640 3518348 5.142 47.31505 19.706
p50 | 1411.421 1.78e+07 6311296 18.644 59.42761 31.1825
p75 | 1745.358 2.84e+07 1.21e+07 31.447 92.80211 48.816
max | 3226.988 5.97e+07 1.87e+07 52.228 97.96003 67.544
skewness | 1.223184 .8171481 .5352172 .5448465 .3249421 .3128631
kurtosis | 3.321212 2.472128 2.113519 1.918382 1.387496 1.971367
cv | .5174515 1.047697 .8636451 .8759058 .3690192 .6445791
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1995

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 1849.314 2.16e+07 8999268 25.9925 66.5421 35.89733
sd | 1058.592 2.26e+07 8408339 21.84789 23.16582 23.8972
 Yassine ben nasser

min | 789.552 630388 41998.98 6.124 35.148 5.199

p25 | 1428.066 3033394 4272097 6.244 51.71181 16.688
p50 | 1518.312 1.81e+07 6853953 20.01 64.16258 35.06
p75 | 1978.377 2.89e+07 1.22e+07 49.656 90.35755 54.945
max | 3863.262 6.06e+07 2.38e+07 53.911 93.7101 68.432
skewness | 1.260022 .8125478 .8671905 .3279781 -.0320831 .080672
kurtosis | 3.397136 2.464206 2.667322 1.35967 1.587308 1.680948
cv | .5724246 1.046189 .9343358 .8405458 .3481378 .6657097
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1996

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2074.926 2.19e+07 1.14e+07 19.80783 63.12621 35.8595
sd | 1257.152 2.29e+07 1.36e+07 20.14698 21.55862 23.98662
min | 767.467 643682 44814.63 2.987 35.22617 5.365
p25 | 1556.786 3070960 4543148 3.725 47.09957 15.177
p50 | 1775.588 1.84e+07 7088992 13.7795 60.9025 35.4145
p75 | 2116.167 2.94e+07 1.17e+07 28.937 85.72098 60.549
max | 4457.96 6.16e+07 3.79e+07 55.639 88.90556 63.237
skewness | 1.218182 .813515 1.437596 .9788893 .0463547 -.0293307
kurtosis | 3.391492 2.465463 3.597883 2.646097 1.53621 1.445655
cv | .6058781 1.046707 1.194639 1.017122 .3415161 .6689056
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1997

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2147.738 2.23e+07 1.11e+07 15.52833 61.29798 38.25767
sd | 1521.22 2.33e+07 1.33e+07 21.37637 20.74202 24.01963
min | 760.531 660953 48114.74 1.038 32.65163 3.907
p25 | 1393.224 3092670 4641117 3.652 51.14604 16.605
p50 | 1714.298 1.86e+07 6910268 6.742 57.16612 41.9745
p75 | 2210.787 2.99e+07 1.11e+07 17.349 80.49663 58.945
max | 5093.291 6.27e+07 3.72e+07 57.647 89.16133 66.14
skewness | 1.385856 .8187385 1.46559 1.538571 .0838141 -.3165012
kurtosis | 3.558444 2.473743 3.653986 3.705552 1.853284 1.730661
cv | .7082895 1.048761 1.197618 1.376604 .3383802 .6278384
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1998

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2228.797 2.26e+07 1.15e+07 15.6505 58.95187 40.74017
sd | 1695.309 2.38e+07 1.28e+07 22.76677 23.76528 25.77288
min | 755.596 680612 62688.15 2.753 29.22484 4.564
 Yassine ben nasser

p25 | 1469.032 3113951 4899310 3.125 45.0961 18.022

p50 | 1657.119 1.88e+07 7684206 4.75 52.75382 44.0265
p75 | 2295.238 3.03e+07 1.24e+07 17.866 79.97967 59.911
max | 5538.68 6.39e+07 3.60e+07 60.659 93.90299 73.891
skewness | 1.449464 .826498 1.341779 1.568522 .3663568 -.1975858
kurtosis | 3.6404 2.486197 3.447257 3.73793 1.88871 1.807405
cv | .7606384 1.051582 1.115324 1.454699 .4031302 .632616
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 1999

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2239.987 2.30e+07 1.14e+07 15.87167 59.03115 39.92433
sd | 1684.691 2.42e+07 1.29e+07 27.02993 19.016 28.28545
min | 765.72 700099 46193.75 .24 34.88339 5.388
p25 | 1444.989 3156646 3984497 .685 50.81018 18.043
p50 | 1665.417 1.91e+07 8259028 2.668 52.45566 37.1895
p75 | 2389.036 3.08e+07 1.19e+07 20.071 77.90607 59.469
max | 5509.346 6.51e+07 3.63e+07 68.898 85.67593 82.267
skewness | 1.413006 .8343681 1.335422 1.522612 .3295626 .2955812
kurtosis | 3.563927 2.498778 3.435566 3.632891 1.799613 1.885309
cv | .7520985 1.054084 1.129749 1.70303 .322135 .7084764
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2000

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2177.26 2.33e+07 1.09e+07 15.0175 63.55039 43.46067
sd | 1619.783 2.46e+07 1.22e+07 27.49227 17.51455 28.65822
min | 768.176 717584 48458.54 .339 41.26019 5.966
p25 | 1332.382 3235366 3629187 .36 50.11774 26.25
p50 | 1707.094 1.93e+07 7942517 2.4285 61.01152 40.3285
p75 | 2213.914 3.12e+07 1.13e+07 14.477 82.45922 59.989
max | 5334.903 6.61e+07 3.43e+07 70.072 85.44213 87.902
skewness | 1.436678 .8406837 1.322864 1.650562 .1496116 .3084215
kurtosis | 3.624906 2.508691 3.413716 3.919804 1.625415 2.155157
cv | .7439547 1.055534 1.126406 1.830683 .2756009 .6594058
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2001

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2208.319 2.36e+07 1.29e+07 14.9615 64.47282 42.44383
sd | 1574.543 2.49e+07 1.65e+07 27.8907 18.36614 27.77453
min | 781.232 732711 45048.7 .37 40.53225 8.014
p25 | 1336.775 3359859 3666335 .62 55.55189 26.44
 Yassine ben nasser

p50 | 1811.925 1.95e+07 7895157 3.1045 59.06285 36.3375

p75 | 2254.933 3.16e+07 1.25e+07 11.274 83.07187 61.511
max | 5253.123 6.71e+07 4.54e+07 71.296 89.55523 86.023
skewness | 1.376195 .8452681 1.501718 1.709132 .2638748 .4385938
kurtosis | 3.542942 2.515627 3.69913 4.045933 1.797253 2.110486
cv | .7130053 1.055732 1.282293 1.864165 .2848663 .6543833
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2002

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2275.773 2.39e+07 1.29e+07 15.797 64.7559 42.015
sd | 1633.336 2.53e+07 1.55e+07 27.84523 15.65996 26.16525
min | 792.154 746221 59406.04 1.418 48.16878 12.2
p25 | 1413.757 3522837 3715423 1.76 51.04389 24.396
p50 | 1833.035 1.97e+07 8425622 2.7585 60.83305 35.308
p75 | 2346.059 3.20e+07 1.39e+07 14.336 82.31955 62.303
max | 5436.595 6.80e+07 4.28e+07 71.751 85.33707 82.575
skewness | 1.382219 .8485993 1.384886 1.674458 .3920046 .5008358
kurtosis | 3.550835 2.520408 3.491121 3.968845 1.540904 1.940768
cv | .7177061 1.054981 1.200265 1.762691 .2418306 .6227597
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2003

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2509.211 2.42e+07 1.51e+07 16.51017 66.09873 41.03517
sd | 1567.942 2.55e+07 1.82e+07 28.34971 15.79158 24.92556
min | 819.974 758615 89655.7 1.168 50.68163 11.222
p25 | 1721.974 3701464 3974129 1.27 54.09425 22.584
p50 | 2162.84 1.99e+07 9892851 3.491 60.22496 36.507
p75 | 2761.969 3.24e+07 1.63e+07 16.468 82.38666 60.748
max | 5425.669 6.88e+07 5.01e+07 73.173 88.97993 78.643
skewness | 1.103872 .8505481 1.370543 1.637667 .5771253 .3881277
kurtosis | 3.213022 2.522842 3.459534 3.892532 1.642716 1.90435
cv | .6248745 1.053651 1.209777 1.717106 .238909 .6074196
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2004

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2764.607 2.45e+07 1.80e+07 16.8295 75.49891 41.15383
sd | 1517.581 2.58e+07 2.17e+07 29.14221 17.48812 24.80159
min | 864.185 770752 143286.4 1.493 53.08678 10.998
p25 | 1948.812 3863267 4762852 1.67 61.59893 21.112
p50 | 2618.793 2.01e+07 1.16e+07 3.797 76.32268 38.487
 Yassine ben nasser

p75 | 3112.835 3.28e+07 2.05e+07 14.762 91.13912 58.951

max | 5424.224 6.96e+07 5.96e+07 75.458 94.52326 78.888
skewness | .7172525 .8511097 1.336244 1.68188 -.1094939 .3414536
kurtosis | 2.874976 2.522918 3.386312 3.986691 1.300575 1.976844
cv | .548932 1.05228 1.204409 1.731614 .231634 .6026557
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2005

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 2945.743 2.49e+07 1.96e+07 16.056 78.90874 40.69783
sd | 1475.187 2.61e+07 2.38e+07 30.63978 16.09602 22.15708
min | 904.73 783254 134480.5 .72 56.05415 11.929
p25 | 2013.756 3986852 4836484 .983 67.9157 20.075
p50 | 3110.983 2.03e+07 1.23e+07 1.7 80.76618 41.7675
p75 | 3194.562 3.33e+07 2.31e+07 13.433 91.578 58.292
max | 5339.441 7.04e+07 6.51e+07 77.8 96.37224 70.356
skewness | .3022019 .8503358 1.31239 1.694036 -.2569971 -.0203826
kurtosis | 2.581746 2.520685 3.331077 4.010076 1.523617 1.728205
cv | .500786 1.051211 1.214587 1.908307 .2039827 .5444289
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2006

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 3166.13 2.52e+07 2.21e+07 18.01867 80.45547 42.46667
sd | 1483.631 2.64e+07 2.69e+07 30.80226 17.33934 22.68711
min | 965.669 796208 227266.3 2.315 54.68771 12.117
p25 | 2191.479 4057350 4439801 3.285 70.72933 20.183
p50 | 3418.161 2.05e+07 1.39e+07 5.0305 82.72088 46.3075
p75 | 3631.243 3.38e+07 2.71e+07 11.94 94.65371 57.328
max | 5372.066 7.12e+07 7.30e+07 80.511 97.22031 72.557
skewness | -.0476478 .8480944 1.274701 1.741873 -.3665029 -.1572145
kurtosis | 2.381794 2.51589 3.251057 4.110667 1.616819 1.779266
cv | .4685946 1.050605 1.21734 1.709464 .2155148 .5342335
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2007

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 3659.117 2.55e+07 2.91e+07 19.1525 90.25874 45.42583
sd | 1724.331 2.67e+07 3.64e+07 32.50531 29.05894 23.28645
min | 1047.587 809402 317863.4 2.042 51.51736 12.99
p25 | 2494.354 4086466 5925705 3.417 71.93996 22.522
p50 | 3856.684 2.08e+07 1.72e+07 3.867 89.88811 52.1655
p75 | 4685.122 3.43e+07 3.55e+07 17.213 104.0794 57.851
 Yassine ben nasser

max | 6014.271 7.20e+07 9.83e+07 84.509 134.2396 74.861

skewness | -.2232699 .8444229 1.30999 1.678394 .2065103 -.3060951
kurtosis | 2.178167 2.508584 3.305716 3.977478 2.0792 1.768918
cv | .4712424 1.050261 1.25113 1.697184 .3219515 .5126256
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2008

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 4296.606 2.58e+07 3.82e+07 24.06933 92.84702 46.9665
sd | 2028.746 2.71e+07 4.77e+07 35.51391 27.11771 24.24725
min | 1214.077 822934 369350.2 3.707 49.89797 12.796
p25 | 2884.948 4111047 8097525 4.863 76.68118 24.336
p50 | 4607.674 2.10e+07 2.12e+07 7.8405 97.59156 53.4665
p75 | 5452.49 3.49e+07 5.00e+07 25.55 115.3918 60.694
max | 7012.776 7.28e+07 1.28e+08 94.615 119.928 77.04
skewness | -.2701172 .8397682 1.267993 1.595453 -.5259347 -.3003631
kurtosis | 2.133803 2.499519 3.202356 3.808277 1.929208 1.74067
cv | .472174 1.049743 1.249574 1.475484 .2920687 .5162669
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2009

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 4321.457 2.61e+07 3.83e+07 20.19233 82.94884 49.18283
sd | 2433.746 2.74e+07 4.77e+07 37.51811 27.7197 21.90419
min | 1253.657 836840 430699.9 .995 45.42441 16.266
p25 | 2861.554 4183156 9333898 1.2 67.91193 29.347
p50 | 3999.404 2.13e+07 2.00e+07 4.6295 82.03816 56.804
p75 | 5414.456 3.55e+07 5.25e+07 13.5 94.36555 63.298
max | 8400.269 7.37e+07 1.28e+08 96.2 125.9148 72.578
skewness | .5635552 .8347247 1.255621 1.730909 .2462527 -.5339556
kurtosis | 2.540469 2.489689 3.154316 4.089848 2.230169 1.769485
cv | .5631772 1.048461 1.242973 1.858037 .3341783 .4453624
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2010

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 4633.491 2.65e+07 4.06e+07 20.57217 87.76999 53.72983
sd | 2615.271 2.77e+07 5.08e+07 39.02589 30.40612 25.31213
min | 1325.991 851146 509450 .987 45.73618 15.208
p25 | 2834.205 4337141 9538527 3.913 69.86211 33.11
p50 | 4301.774 2.15e+07 1.97e+07 4.198 86.68076 60.739
p75 | 6273.378 3.61e+07 5.85e+07 10.137 105.7585 69.112
max | 8763.826 7.46e+07 1.35e+08 100 131.9016 83.471
 Yassine ben nasser

skewness | .4009988 .8296963 1.230379 1.765753 .0849828 -.4555108

kurtosis | 2.198237 2.479786 3.071339 4.157352 2.009965 1.90068
cv | .5644276 1.04607 1.252594 1.897024 .3464296 .4711002
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2011

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 5122.9 2.69e+07 4.49e+07 23.27583 89.54825 55.87533
sd | 2802.038 2.80e+07 5.75e+07 40.67673 33.12735 28.92161
min | 1430.987 865937 609971.9 .922 42.20401 13.716
p25 | 3039.916 4588368 1.00e+07 3.544 67.47618 30.909
p50 | 4844.582 2.18e+07 2.13e+07 4.746 91.91763 62.2425
p75 | 7842.435 3.68e+07 6.33e+07 20.628 105.8957 76.495
max | 8734.901 7.55e+07 1.53e+08 105.069 137.8784 89.647
skewness | .0722828 .8247899 1.262541 1.678416 .0086515 -.3633504
kurtosis | 1.674463 2.470039 3.141628 3.979566 2.153073 1.740642
cv | .5469633 1.042454 1.280205 1.747595 .3699386 .5176096
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2012

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 5101.971 2.73e+07 4.76e+07 26.373 96.50778 56.216
sd | 2790.088 2.84e+07 6.19e+07 41.48313 39.23571 29.73665
min | 1536.151 881185 721634.6 1.279 43.09197 14.026
p25 | 2904.747 4916404 1.01e+07 5.138 65.40601 28.931
p50 | 4851.19 2.21e+07 2.25e+07 7.7375 96.56706 63.2165
p75 | 7680.601 3.76e+07 6.44e+07 27.357 133.5495 76.261
max | 8787.947 7.65e+07 1.65e+08 108.989 143.8651 91.645
skewness | .1057143 .8198352 1.323025 1.612542 -.0921823 -.3267839
kurtosis | 1.642365 2.460251 3.267379 3.844183 1.622708 1.693103
cv | .5468647 1.037941 1.301724 1.572939 .4065549 .5289712
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2013

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 4903.182 2.78e+07 4.25e+07 27.77567 95.59462 56.95783
sd | 2448.049 2.87e+07 4.78e+07 43.46146 39.19891 30.37065
min | 1622.638 896688 835121.5 1.888 47.25845 16.496
p25 | 3111.763 5276102 1.01e+07 3.254 63.6068 31.118
p50 | 4835.668 2.24e+07 2.34e+07 5.3095 92.40936 59.2735
p75 | 6607.068 3.83e+07 7.17e+07 39.266 128.0319 76.95
max | 8406.285 7.74e+07 1.25e+08 111.627 149.8519 98.636
skewness | .1003117 .8146378 .9336345 1.431181 .1643976 -.0154386
 Yassine ben nasser

kurtosis | 1.907769 2.45016 2.430426 3.415397 1.661497 1.783175

cv | .4992777 1.033143 1.124486 1.564732 .4100535 .5332128
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2014

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 4703.955 2.83e+07 4.18e+07 23.4165 95.23597 58.92083
sd | 2210.368 2.91e+07 4.48e+07 44.36398 41.76196 31.2321
min | 1740.915 912164 976340.3 .435 43.06421 18.337
p25 | 3154.513 5603279 9677706 1.85 62.36083 30.957
p50 | 4847.996 2.27e+07 2.38e+07 3.927 91.64817 61.418
p75 | 5470.851 3.91e+07 7.87e+07 17.235 126.8557 78.091
max | 8161.461 7.84e+07 1.14e+08 113.125 155.8387 103.304
skewness | .2503892 .8089903 .7346926 1.717797 .2231884 .0469696
kurtosis | 2.276318 2.439369 1.965902 4.061521 1.823137 1.853496
cv | .4698955 1.028832 1.072538 1.894561 .4385104 .5300689
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2015

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 4279.087 2.87e+07 3.53e+07 22.8705 91.95854 60.40133
sd | 2134.063 2.94e+07 3.59e+07 43.9997 44.32448 31.28327
min | 1862.167 927414 1132361 .15 39.01392 21.87
p25 | 2847.286 5851479 8576096 1.558 60.34929 30.467
p50 | 3980.426 2.30e+07 2.13e+07 4.821 84.32296 62.0455
p75 | 4957.581 3.99e+07 7.16e+07 13.706 121.9267 79.338
max | 8046.633 7.94e+07 8.77e+07 112.167 161.8154 106.642
skewness | .8259935 .8028216 .5802495 1.744071 .4630155 .155239
kurtosis | 2.777817 2.427637 1.639952 4.11578 2.085179 1.931513
cv | .4987193 1.025506 1.018399 1.923863 .4820051 .5179235
----------------------------------------------------------------------

---------------------------------------------------------------------------
---------------------------------------------------------------------------
--------------------------------------
-> Year = 2016

stats | PIBH Travail Capital IPC Trade Credit

---------+------------------------------------------------------------
N | 6 6 6 6 6 6
mean | 4025.75 2.91e+07 3.37e+07 22.65967 93.14671 62.8835
sd | 2067.392 2.98e+07 3.30e+07 45.46036 45.76747 32.75676
min | 1862.167 942333 1312879 .15 41.02362 23.712
p25 | 2832.43 6006668 8264665 1.635 58.12205 29.977
p50 | 3766.199 2.33e+07 2.23e+07 5.1825 85.48472 65.2795
p75 | 4013.499 4.06e+07 6.72e+07 8.57 120.963 81.155
max | 7914.005 8.03e+07 8.08e+07 115.238 167.8022 111.898
skewness | 1.163179 .7962115 .5118854 1.770114 .5727933 .1754281
kurtosis | 3.317595 2.415015 1.592271 4.166339 2.219699 1.961558
 Yassine ben nasser

cv | .513542 1.023275 .9794874 2.006224 .4913482 .5209119

----------------------------------------------------------------------

.
. **Test de Jarque-Bera de normalité
findit jb6
jb6 PIBH
Jarque-Bera normality test: 36.23 Chi(2) 1.4e-08
Jarque-Bera test for Ho: normality: (PIBH)
sktest PIBH

Skewness/Kurtosis tests for Normality

------ joint
------
Variable | Obs Pr(Skewness) Pr(Kurtosis) adj chi2(2)
Prob>chi2
-------------
+---------------------------------------------------------------
PIBH | 162 0.0000 0.1520 21.98
0.0000

****Test d'autocorrélation sérielle*****

findit xtqptest

. xtqptest PIBH

Bias-corrected Born and Breitung (2016) Q(p)-test on variables PIBH

Panelvar: Year
Timevar: Country
p (lags): 2
---------------------------------------------------------------------------
-----------+
Variable | Q(p)-stat p-value | N maxT |
balance? |
------------------------------+-----------------------+----------------
+--------------|
PIBH + 32.19 0.000 + 27 6 +
balanced |
---------------------------------------------------------------------------
-----------+
Notes: Under H0, Q(p) ~ chi2(p)
H0: No serial correlation up to order p.
Ha: Some serial correlation up to order p.

. ****Génération des Données***

.
. gen lnPIBH=log(PIBH)

.
. gen lnTravail=log(Travail)

.
. gen lnCapital=log(Capital)

.
. gen lnIPC=log(IPC)

.
. gen lnTrade=log(Trade)
 Yassine ben nasser

.
. gen lnCredit=log(Credit)

.
. gen lnPIBH2=0.5*lnPIBH^2

.
. gen abslnPIBH =abs(lnPIBH)

.
. label var abslnPIBH "La valeur absolue du log du PIB par habitant"

.
. **Création des variables Dummy temporelle*

.
. gen dum2007 = 0

.
. replace dum2007=1 if Year == 2007
(6 real changes made)

.
. gen dum2008 = 0

.
. replace dum2008=1 if Year == 2008
(6 real changes made)

.
. gen dum2009 = 0

.
. replace dum2009=1 if Year == 2009
(6 real changes made)

.
. gen dum2010 = 0

.
. replace dum2010=1 if Year == 2010
(6 real changes made)

.
. gen Subprime = 0

.
. replace Subprime =1 if Year >= 2008
(54 real changes made)

.
. **Matrice de corrélation********

.
. xtset Country Year
panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

.
. pwcorr lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit, sig
 Yassine ben nasser

| lnPIBH lnTrav~l lnCapi~l lnIPC lnTrade lnCredit

-------------+------------------------------------------------------
lnPIBH | 1.0000
|
|
lnTravail | 0.3320 1.0000
| 0.0000
|
lnCapital | 0.6396 0.9206 1.0000
| 0.0000 0.0000
|
lnIPC | -0.5099 -0.4021 -0.4825 1.0000
| 0.0000 0.0000 0.0000
|
lnTrade | -0.0296 -0.7387 -0.5694 0.1387 1.0000
| 0.7082 0.0000 0.0000 0.0783
|
lnCredit | 0.4110 -0.2389 -0.0585 -0.2753 0.3781 1.0000
| 0.0000 0.0022 0.4594 0.0004 0.0000
|

. *****Estimation par MCO******

.
. xtset Country Year
panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

.
. regress lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit

Source | SS df MS Number of obs =

162
-------------+---------------------------------- F(5, 156) =
235.81
Model | 63.578174 5 12.7156348 Prob > F =
0.0000
Residual | 8.41194755 156 .053922741 R-squared =
0.8832
-------------+---------------------------------- Adj R-squared =
0.8794
Total | 71.9901216 161 .447143612 Root MSE
= .23221

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | -.7221685 .0431404 -16.74 0.000 -.8073832
-.6369538
lnCapital | .6638472 .0271061 24.49
0.000 .6103048 .7173897
lnIPC | -.0597347 .0146206 -4.09 0.000 -.0886147
-.0308548
lnTrade | -.2344544 .0804605 -2.91 0.004 -.393387
-.0755217
 Yassine ben nasser

lnCredit | .1335692 .0302053 4.42

0.000 .0739051 .1932333
_cons | 9.697543 .6977191 13.90 0.000 8.319347
11.07574
---------------------------------------------------------------------------
---

. ereturn list

scalars:
e(N) = 162
e(df_m) = 5
e(df_r) = 156
e(F) = 235.8121014476776
e(r2) = .8831513634369347
e(rmse) = .232212705791038
e(mss) = 63.57817403773542
e(rss) = 8.411947554004044
e(r2_a) = .8794062148291442
e(ll) = 9.725365898970711
e(ll_0) = -164.1715808939047
e(rank) = 6

macros:
e(cmdline) : "regress lnPIBH lnTravail lnCapital lnIPC lnTrade
lnCredit"
e(title) : "Linear regression"
e(marginsok) : "XB default"
e(vce) : "ols"
e(depvar) : "lnPIBH"
e(cmd) : "regress"
e(properties) : "b V"
e(predict) : "regres_p"
e(estat_cmd) : "regress_estat"

matrices:
e(b) : 1 x 6
e(V) : 6 x 6

functions:
e(sample)

. *****Test de Poolabilité***

.
. **H0 : Modèle en Série Temporelle

.
. **H1 : Modèle en Données de Panel

.
. *****Première étape sous H0 ******

.
. *****Estimation par MCO******

.
. xtset Country Year
panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit
 Yassine ben nasser

.
. regress lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit

Source | SS df MS Number of obs =

162
-------------+---------------------------------- F(5, 156) =
235.81
Model | 63.578174 5 12.7156348 Prob > F =
0.0000
Residual | 8.41194755 156 .053922741 R-squared =
0.8832
-------------+---------------------------------- Adj R-squared =
0.8794
Total | 71.9901216 161 .447143612 Root MSE
= .23221

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | -.7221685 .0431404 -16.74 0.000 -.8073832
-.6369538
lnCapital | .6638472 .0271061 24.49
0.000 .6103048 .7173897
lnIPC | -.0597347 .0146206 -4.09 0.000 -.0886147
-.0308548
lnTrade | -.2344544 .0804605 -2.91 0.004 -.393387
-.0755217
lnCredit | .1335692 .0302053 4.42
0.000 .0739051 .1932333
_cons | 9.697543 .6977191 13.90 0.000 8.319347
11.07574
---------------------------------------------------------------------------
---

. ***Récupération des valeurs sous H0***

.
. scalar scrh0=e(rss)

.
. display("La somme des carrées résiduelles sous H0 est:")
La somme des carrées résiduelles sous H0 est:

.
. display scrh0
8.4119476

.
. scalar dlh0=e(df_r)

.
. display("Le degré de liberté sous H0 est:")
Le degré de liberté sous H0 est:

.
. display dlh0
156
 Yassine ben nasser

. *****Deuxième étape sous H1 ******

.
. ***Sous H1: estimation Country (individu) par Country (individu)****

.
. scalar scrh1=0

.
. display scrh1
0

.
. scalar dlh1=0

.
. display dlh1
0

.
. forvalues i= 1(1)6 {
2.
. display "OLS regression for country " `i'
3.
. regress lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit if
Country==`i'
4.
. scalar scrh1=scrh1+e(rss)
5.
. display scrh1
6.
. scalar dlh1= dlh1+e(df_r)
7.
. display dlh1
8.
. }
OLS regression for country 1

Source | SS df MS Number of obs =

27
-------------+---------------------------------- F(5, 21) =
165.06
Model | 6.14549745 5 1.22909949 Prob > F =
0.0000
Residual | .156372133 21 .007446292 R-squared =
0.9752
-------------+---------------------------------- Adj R-squared =
0.9693
Total | 6.30186959 26 .242379599 Root MSE
= .08629

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | -1.756336 .4633358 -3.79 0.001 -2.719895
-.792776
 Yassine ben nasser

lnCapital | .8287031 .0824717 10.05 0.000 .6571938

1.000212
lnIPC | -.0635108 .02533 -2.51 0.020 -.1161875
-.0108342
lnTrade | .5179574 .1729815 2.99
0.007 .1582227 .8776921
lnCredit | -.028889 .0360544 -0.80 0.432
-.1038682 .0460903
_cons | 22.23783 6.86389 3.24 0.004 7.963593
36.51208
---------------------------------------------------------------------------
---
.15637213
21
OLS regression for country 2

Source | SS df MS Number of obs =

27
-------------+---------------------------------- F(5, 21) =
167.05
Model | 2.68185602 5 .536371204 Prob > F =
0.0000
Residual | .067428355 21 .003210874 R-squared =
0.9755
-------------+---------------------------------- Adj R-squared =
0.9696
Total | 2.74928438 26 .105741707 Root MSE
= .05666

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | 1.028467 .8761705 1.17 0.254 -.7936294
2.850563
lnCapital | .0394734 .0586908 0.67 0.509
-.0825808 .1615275
lnIPC | .2805539 .3838809 0.73 0.473 -.5177702
1.078878
lnTrade | .3938178 .1678365 2.35
0.029 .0447827 .7428528
lnCredit | .232899 .0714747 3.26
0.004 .0842593 .3815387
_cons | -11.34449 10.46402 -1.08 0.291 -33.10561
10.41662
---------------------------------------------------------------------------
---
.22380049
42
OLS regression for country 3

Source | SS df MS Number of obs =

27
-------------+---------------------------------- F(5, 21) =
221.72
Model | 9.5302117 5 1.90604234 Prob > F =
0.0000
Residual | .180529294 21 .008596633 R-squared =
0.9814
 Yassine ben nasser

-------------+---------------------------------- Adj R-squared =

0.9770
Total | 9.71074099 26 .373490038 Root MSE
= .09272

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | -1.098688 .4599035 -2.39 0.026 -2.05511
-.1422665
lnCapital | .8087588 .0672379 12.03
0.000 .6689298 .9485877
lnIPC | .1310235 .0464388 2.82
0.010 .0344488 .2275982
lnTrade | -.4380672 .1544179 -2.84 0.010 -.7591968
-.1169376
lnCredit | .4827629 .1341455 3.60
0.002 .203792 .7617337
_cons | 12.91387 7.893967 1.64 0.117 -3.502532
29.33028
---------------------------------------------------------------------------
---
.40432978
63
OLS regression for country 4

Source | SS df MS Number of obs =

27
-------------+---------------------------------- F(5, 21) =
96.71
Model | 7.32583939 5 1.46516788 Prob > F =
0.0000
Residual | .31816682 21 .015150801 R-squared =
0.9584
-------------+---------------------------------- Adj R-squared =
0.9485
Total | 7.64400621 26 .294000239 Root MSE
= .12309

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | .1620153 .4904268 0.33 0.744 -.857883
1.181914
lnCapital | .586438 .0773686 7.58
0.000 .4255413 .7473348
lnIPC | .0044725 .0275321 0.16 0.873
-.0527836 .0617287
lnTrade | -.3919884 .1909839 -2.05 0.053
-.7891612 .0051843
lnCredit | .2628627 .1957797 1.34 0.194
-.1442835 .6700088
_cons | -2.357354 5.29358 -0.45 0.661 -13.36596
8.651248
 Yassine ben nasser

---------------------------------------------------------------------------
---
.7224966
84
OLS regression for country 5

Source | SS df MS Number of obs =

27
-------------+---------------------------------- F(5, 21) =
606.91
Model | 3.37498257 5 .674996514 Prob > F =
0.0000
Residual | .023355971 21 .001112189 R-squared =
0.9931
-------------+---------------------------------- Adj R-squared =
0.9915
Total | 3.39833854 26 .130705328 Root MSE
= .03335

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | .0435494 .2745794 0.16 0.875
-.5274697 .6145685
lnCapital | .8639494 .052956 16.31
0.000 .7538212 .9740775
lnIPC | -.007515 .0135773 -0.55 0.586
-.0357506 .0207206
lnTrade | -.5080756 .1117242 -4.55 0.000 -.7404188
-.2757324
lnCredit | -.0968615 .0533561 -1.82 0.084
-.2078217 .0140987
_cons | -5.04292 4.199307 -1.20 0.243 -13.77586
3.690017
---------------------------------------------------------------------------
---
.74585257
105
OLS regression for country 6

Source | SS df MS Number of obs =

27
-------------+---------------------------------- F(5, 21) =
334.75
Model | 3.32630098 5 .665260196 Prob > F =
0.0000
Residual | .041733797 21 .001987324 R-squared =
0.9876
-------------+---------------------------------- Adj R-squared =
0.9847
Total | 3.36803478 26 .129539799 Root MSE
= .04458

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
 Yassine ben nasser

-------------
+----------------------------------------------------------------
lnTravail | 1.474775 .3898472 3.78 0.001 .6640432
2.285506
lnCapital | .636544 .0937699 6.79
0.000 .4415389 .8315492
lnIPC | .0856712 .0349454 2.45
0.023 .0129983 .1583441
lnTrade | .10181 .1603555 0.63 0.532
-.2316675 .4352875
lnCredit | -.3421331 .1141754 -3.00 0.007 -.5795738
-.1046925
_cons | -24.95754 4.974304 -5.02 0.000 -35.30217 -
14.61291
---------------------------------------------------------------------------
---
.78758637
126

.
. *********************************

.
. **Valeurs finales des SCR et DL sous H1**

.
. display("La somme des carrées résiduelles sous H1 est:")
La somme des carrées résiduelles sous H1 est:

.
. display scrh1
.78758637

.
. display("Le degré de liberté sous H1 est:")
Le degré de liberté sous H1 est:

.
. display dlh1
126

. *****Troisième étape*******

.
. **Calcul de la statistique de Fisher**

.
. *****Test de Poolabilité****

.
. scalar fisher=((scrh0-scrh1)/(dlh0-dlh1))/(scrh1/dlh1)

.
. display fisher
40.6588

.
. *****Calcul de la Probabilité***

.
. scalar differencedl=dlh0-dlh1
 Yassine ben nasser

.
. display differencedl
30

.
. display("la probabilite de Fisher du test de Poolabilité est:")
Ftail(differencedl, dlh1, fisher)
la probabilite de Fisher du test de Poolabilité est:3.426e-51
*****Test d'effet aléatoire*****

.
. ***Modèle à erreur composé***

.
. ***Effet Aléatoire individu****

.
. iis Country

.
. xtreg lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit, re
i(Country)theta

Random-effects GLS regression Number of obs =

162
Group variable: Country Number of groups =
6

R-sq: Obs per group:

within = 0.8090 min =
27
between = 0.9570 avg =
27.0
overall = 0.8832 max =
27

Wald chi2(5) =
1179.06
corr(u_i, X) = 0 (assumed) Prob > chi2 =
0.0000
theta = 0

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | -.7221685 .0431404 -16.74 0.000 -.8067221
-.6376149
lnCapital | .6638472 .0271061 24.49
0.000 .6107202 .7169743
lnIPC | -.0597347 .0146206 -4.09 0.000 -.0883906
-.0310788
lnTrade | -.2344544 .0804605 -2.91 0.004 -.392154
-.0767547
lnCredit | .1335692 .0302053 4.42
0.000 .0743679 .1927705
_cons | 9.697543 .6977191 13.90 0.000 8.330038
11.06505
 Yassine ben nasser

-------------
+----------------------------------------------------------------
sigma_u | 0
sigma_e | .17387683
rho | 0 (fraction of variance due to u_i)
---------------------------------------------------------------------------
---

. findit xttest0

. xttest0

Breusch and Pagan Lagrangian multiplier test for random effects

lnPIBH[Country,t] = Xb + u[Country] + e[Country,t]

Estimated results:
| Var sd = sqrt(Var)
---------+-----------------------------
lnPIBH | .4471436 .668688
e | .0302332 .1738768
u | 0 0

Test: Var(u) = 0
chibar2(01) = 0.00
Prob > chibar2 = 1.0000

. ***Effet Aléatoire période*******

.
. iis Year

.
. xtreg lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit, re i(Year)theta

Random-effects GLS regression Number of obs =

162
Group variable: Year Number of groups =
27

R-sq: Obs per group:

within = 0.8268 min =
6
between = 0.9862 avg =
6.0
overall = 0.8832 max =
6

Wald chi2(5) =
1179.06
corr(u_i, X) = 0 (assumed) Prob > chi2 =
0.0000
theta = 0

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
 Yassine ben nasser

lnTravail | -.7221685 .0431404 -16.74 0.000 -.8067221

-.6376149
lnCapital | .6638472 .0271061 24.49
0.000 .6107202 .7169743
lnIPC | -.0597347 .0146206 -4.09 0.000 -.0883906
-.0310788
lnTrade | -.2344544 .0804605 -2.91 0.004 -.392154
-.0767547
lnCredit | .1335692 .0302053 4.42
0.000 .0743679 .1927705
_cons | 9.697543 .6977191 13.90 0.000 8.330038
11.06505
-------------
+----------------------------------------------------------------
sigma_u | 0
sigma_e | .23716753
rho | 0 (fraction of variance due to u_i)
---------------------------------------------------------------------------
---

.
. xttest0

Breusch and Pagan Lagrangian multiplier test for random effects

lnPIBH[Year,t] = Xb + u[Year] + e[Year,t]

Estimated results:
| Var sd = sqrt(Var)
---------+-----------------------------
lnPIBH | .4471436 .668688
e | .0562484 .2371675
u | 0 0

Test: Var(u) = 0
chibar2(01) = 0.00
Prob > chibar2 = 1.0000

. ***Test d'effet fixe***

.
. *****Première étape sous H0 ******

.
. *****Estimation par MCO******

.
. xtset Country Year
panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

.
. regress lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit

Source | SS df MS Number of obs =

162
-------------+---------------------------------- F(5, 156) =
235.81
Model | 63.578174 5 12.7156348 Prob > F =
0.0000
 Yassine ben nasser

Residual | 8.41194755 156 .053922741 R-squared =

0.8832
-------------+---------------------------------- Adj R-squared =
0.8794
Total | 71.9901216 161 .447143612 Root MSE
= .23221

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | -.7221685 .0431404 -16.74 0.000 -.8073832
-.6369538
lnCapital | .6638472 .0271061 24.49
0.000 .6103048 .7173897
lnIPC | -.0597347 .0146206 -4.09 0.000 -.0886147
-.0308548
lnTrade | -.2344544 .0804605 -2.91 0.004 -.393387
-.0755217
lnCredit | .1335692 .0302053 4.42
0.000 .0739051 .1932333
_cons | 9.697543 .6977191 13.90 0.000 8.319347
11.07574
---------------------------------------------------------------------------
---

.
. ereturn list

scalars:
e(N) = 162
e(df_m) = 5
e(df_r) = 156
e(F) = 235.8121014476776
e(r2) = .8831513634369347
e(rmse) = .232212705791038
e(mss) = 63.57817403773542
e(rss) = 8.411947554004044
e(r2_a) = .8794062148291442
e(ll) = 9.725365898970711
e(ll_0) = -164.1715808939047
e(rank) = 6

macros:
e(cmdline) : "regress lnPIBH lnTravail lnCapital lnIPC lnTrade
lnCredit"
e(title) : "Linear regression"
e(marginsok) : "XB default"
e(vce) : "ols"
e(depvar) : "lnPIBH"
e(cmd) : "regress"
e(properties) : "b V"
e(predict) : "regres_p"
e(estat_cmd) : "regress_estat"

matrices:
e(b) : 1 x 6
e(V) : 6 x 6
 Yassine ben nasser

functions:
e(sample)

*Récupération des valeurs sous H0*

.
. scalar scrh0=e(rss)

.
. display("La somme des carrées résiduelles sous H0 est:")
La somme des carrées résiduelles sous H0 est:

.
. display scrh0
8.4119476

.
. scalar dlh0=e(df_r)

.
. display("Le degré de liberté sous H0 est:")
Le degré de liberté sous H0 est:

.
. display dlh0
156

. ***Sous H1: Estimation par LSDV*******

.
. xtset Country Year
panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

.
. regress lnPIBH [Link] lnTravail lnCapital lnIPC lnTrade lnCredit,
noconstant

Source | SS df MS Number of obs =

162
-------------+---------------------------------- F(10, 152) =
31481.36
Model | 9898.42194 10 989.842194 Prob > F =
0.0000
Residual | 4.7792098 152 .03144217 R-squared =
0.9995
-------------+---------------------------------- Adj R-squared =
0.9995
Total | 9903.20115 162 61.1308713 Root MSE
= .17732

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
Country |
Djibouti | 1.457835 .1642631 8.87 0.000 1.133302
1.782369
 Yassine ben nasser

Iran | -.6873609 .0861863 -7.98 0.000 -.8576386

-.5170832
Liban | .9408196 .1076699 8.74 0.000 .7280969
1.153542
Maroc | -.5510649 .0731996 -7.53 0.000 -.6956848
-.4064449
Tunisie | .2707383 .1020968 2.65
0.009 .0690264 .4724503
|
lnTravail | .0100948 .0233009 0.43 0.665
-.0359406 .0561302
lnCapital | .4770987 .0252708 18.88
0.000 .4271714 .5270261
lnIPC | -.0456692 .0159237 -2.87 0.005 -.0771296
-.0142088
lnTrade | -.2536284 .0875941 -2.90 0.004 -.4266874
-.0805693
lnCredit | .2935486 .0398598 7.36
0.000 .2147978 .3722994
---------------------------------------------------------------------------
---

.
. ereturn list

scalars:
e(N) = 162
e(df_m) = 10
e(df_r) = 152
e(F) = 31481.35775512704
e(r2) = .9995174075809118
e(rmse) = .1773194003582295
e(mss) = 9898.42194289472
e(rss) = 4.779209800997117
e(r2_a) = .999485658079656
e(ll) = 55.52096801633662
e(rank) = 10

macros:
e(cmdline) : "regress lnPIBH [Link] lnTravail lnCapital
lnIPC lnTrade lnCredit, noconstant"
e(title) : "Linear regression"
e(marginsok) : "XB default"
e(vce) : "ols"
e(depvar) : "lnPIBH"
e(cmd) : "regress"
e(properties) : "b V"
e(predict) : "regres_p"
e(estat_cmd) : "regress_estat"

matrices:
e(b) : 1 x 11
e(V) : 11 x 11

functions:
e(sample)

. *Récupération des valeurs sous H1*

.
. scalar scrh1ef=e(rss)
 Yassine ben nasser

.
. display("La somme des carrées résiduelles sous H1 est:")
La somme des carrées résiduelles sous H1 est:

.
. display scrh1ef
4.7792098

.
. scalar dlh1ef=e(df_r)

.
. display("Le degré de liberté sous H1 est:")
Le degré de liberté sous H1 est:

.
. display dlh1ef
152

. ***Calcul de la statistique de Fisher pour l’effet fixe***

.
. scalar fisheref=((scrh0-scrh1ef)/(dlh0-dlh1ef))/(scrh1ef/dlh1ef)

.
. display fisheref
28.88428

.
. ****Calcul direct de la probabilité de Fisher

.
. scalar differencedlef=dlh0-dlh1ef

.
. display differencedlef
4

.
. display("La probabilité de Fisher du test d'effet fixe est:")
Ftail(differencedlef, dlh1ef, fisheref)
La probabilité de Fisher du test d'effet fixe est:7.381e-18

. ****Test de Hausman****

.
. xtreg lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit, fe

Fixed-effects (within) regression Number of obs =

162
Group variable: Country Number of groups =
6

R-sq: Obs per group:

within = 0.8624 min =
27
between = 0.2922 avg =
27.0
overall = 0.2894 max =
27
 Yassine ben nasser

F(5,151) =
189.24
corr(u_i, Xb) = -0.9316 Prob > F =
0.0000

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | .5515526 .2047932 2.69
0.008 .1469224 .9561828
lnCapital | .4144237 .0341907 12.12
0.000 .3468697 .4819776
lnIPC | -.0243219 .0175555 -1.39 0.168
-.059008 .0103642
lnTrade | -.3271304 .0902271 -3.63 0.000 -.505401
-.1488598
lnCredit | .2966067 .0391029 7.59
0.000 .2193473 .3738661
_cons | -7.297072 2.833162 -2.58 0.011 -12.89483 -
1.699315
-------------
+----------------------------------------------------------------
sigma_u | 1.6156792
sigma_e | .17387683
rho | .98855088 (fraction of variance due to u_i)
---------------------------------------------------------------------------
---
F test that all u_i=0: F(5, 151) = 25.45 Prob > F =
0.0000

.
. estimates store fixed

.
. xtreg lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit, re

Random-effects GLS regression Number of obs =

162
Group variable: Country Number of groups =
6

R-sq: Obs per group:

within = 0.8090 min =
27
between = 0.9570 avg =
27.0
overall = 0.8832 max =
27

Wald chi2(5) =
1179.06
corr(u_i, X) = 0 (assumed) Prob > chi2 =
0.0000

---------------------------------------------------------------------------
---
 Yassine ben nasser

lnPIBH | Coef. Std. Err. z P>|z| [95% Conf.

Interval]
-------------
+----------------------------------------------------------------
lnTravail | -.7221685 .0431404 -16.74 0.000 -.8067221
-.6376149
lnCapital | .6638472 .0271061 24.49
0.000 .6107202 .7169743
lnIPC | -.0597347 .0146206 -4.09 0.000 -.0883906
-.0310788
lnTrade | -.2344544 .0804605 -2.91 0.004 -.392154
-.0767547
lnCredit | .1335692 .0302053 4.42
0.000 .0743679 .1927705
_cons | 9.697543 .6977191 13.90 0.000 8.330038
11.06505
-------------
+----------------------------------------------------------------
sigma_u | 0
sigma_e | .17387683
rho | 0 (fraction of variance due to u_i)
---------------------------------------------------------------------------
---

.
. estimates store random

.
. hausman fixed ., sigmamore

---- Coefficients ----

| (b) (B) (b-B) sqrt(diag(V_b-
V_B))
| fixed random Difference S.E.
-------------
+----------------------------------------------------------------
lnTravail | .5515526 -.7221685 1.273721 .2700778
lnCapital | .4144237 .6638472 -.2494236 .0367458
lnIPC | -.0243219 -.0597347 .0354128 .0183282
lnTrade | -.3271304 -.2344544 -.092676 .0896993
lnCredit | .2966067 .1335692 .1630375 .0426001
---------------------------------------------------------------------------
---
b = consistent under Ho and Ha; obtained from
xtreg
B = inconsistent under Ha, efficient under Ho; obtained from
xtreg

Test: Ho: difference in coefficients not systematic

chi2(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 71.34
Prob>chi2 = 0.0000

.
**Test d'autocorrélation sérielle : H3****

.
. **& d'hétéroscédasticité individuelle: H2**

.
 Yassine ben nasser

. xtset Country Year

panel variable: Country (strongly balanced)
time variable: Year, 1990 to 2016
delta: 1 unit

.
. xtreg lnPIBH lnTravail lnCapital lnIPC lnTrade lnCredit, fe i(Country)

Fixed-effects (within) regression Number of obs =

162
Group variable: Country Number of groups =
6

R-sq: Obs per group:

within = 0.8624 min =
27
between = 0.2922 avg =
27.0
overall = 0.2894 max =
27

F(5,151) =
189.24
corr(u_i, Xb) = -0.9316 Prob > F =
0.0000

---------------------------------------------------------------------------
---
lnPIBH | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTravail | .5515526 .2047932 2.69
0.008 .1469224 .9561828
lnCapital | .4144237 .0341907 12.12
0.000 .3468697 .4819776
lnIPC | -.0243219 .0175555 -1.39 0.168
-.059008 .0103642
lnTrade | -.3271304 .0902271 -3.63 0.000 -.505401
-.1488598
lnCredit | .2966067 .0391029 7.59
0.000 .2193473 .3738661
_cons | -7.297072 2.833162 -2.58 0.011 -12.89483 -
1.699315
-------------
+----------------------------------------------------------------
sigma_u | 1.6156792
sigma_e | .17387683
rho | .98855088 (fraction of variance due to u_i)
---------------------------------------------------------------------------
---
F test that all u_i=0: F(5, 151) = 25.45 Prob > F =
0.0000

. **Pour l'autocorrélation sérielle ***

xttest2

Correlation matrix of residuals:

| __e1 __e2 __e3 __e4 __e5

__e6
 Yassine ben nasser

-------------
+------------------------------------------------------------------
__e1 | 1.00969
__e2 | -.221416 .9295831
__e3 | .3940224 -.6865039 1.114006
__e4 | .4946692 -.1132879 .1931742 .4884067
__e5 | -.0183042 -.0881763 .3007833 -.0432385 .2924939
__e6 | .3805247
-.7117069 .7381608 .212466 .1075857 .7310262

__e1 __e2 __e3 __e4 __e5 __e6

__e1 1.0000
__e2 -0.2285 1.0000
__e3 0.3715 -0.6746 1.0000
__e4 0.7044 -0.1681 0.2619 1.0000
__e5 -0.0337 -0.1691 0.5269 -0.1144 1.0000
__e6 0.4429 -0.8634 0.8180 0.3556 0.2327 1.0000

Breusch-Pagan LM test of independence: chi2(15) = 90.453, Pr = 0.0000

Based on 27 complete observations over panel units

*Pour d'hétéroscédasticité individuelle*

xttest3

Modified Wald test for groupwise heteroskedasticity

in fixed effect regression model

H0: sigma(i)^2 = sigma^2 for all i

chi2 (6) = 44.85

Prob > chi2 = 0.0000
**Pour l'autocorrélation sérielle ***
xtreg lnIPC lnTrade lnCredit lnPIBH, fe i(Country)

Fixed-effects (within) regression Number of obs =

162
Group variable: Country Number of groups =
6

R-sq: Obs per group:

within = 0.1472 min =
27
between = 0.3773 avg =
27.0
overall = 0.2883 max =
27

F(3,153) =
8.80
corr(u_i, Xb) = 0.1805 Prob > F =
0.0000

---------------------------------------------------------------------------
---
lnIPC | Coef. Std. Err. t P>|t| [95% Conf.
Interval]
-------------
+----------------------------------------------------------------
lnTrade | .8424203 .3817038 2.21 0.029 .08833
1.596511
 Yassine ben nasser

lnCredit | -.2970293 .2129303 -1.39 0.165

-.7176923 .1236337
lnPIBH | -.7087347 .1980257 -3.58 0.000 -1.099952
-.3175172
_cons | 5.019101 1.559427 3.22 0.002 1.938312
8.099889
-------------
+----------------------------------------------------------------
sigma_u | 1.0814527
sigma_e | .87332733
rho | .60527658 (fraction of variance due to u_i)
---------------------------------------------------------------------------
---
F test that all u_i=0: F(5, 153) = 39.44 Prob > F =
0.0000
xttest2

Correlation matrix of residuals:

| __e1 __e2 __e3 __e4 __e5

__e6
-------------
+------------------------------------------------------------------
__e1 | 33.6032
__e2 | -2.791876 3.349874
__e3 | 3.797721 3.858219 10.39051
__e4 | 22.53347 -7.133625 2.430884 53.77406
__e5 | 10.81851 -3.155302 -.2976395 15.32294 12.14183
__e6 | 5.239663 1.48144 4.053361 2.958374 1.978225
3.433726

__e1 __e2 __e3 __e4 __e5 __e6

__e1 1.0000
__e2 -0.2631 1.0000
__e3 0.2032 0.6540 1.0000
__e4 0.5301 -0.5315 0.1028 1.0000
__e5 0.5356 -0.4947 -0.0265 0.5997 1.0000
__e6 0.4878 0.4368 0.6786 0.2177 0.3064 1.0000

Breusch-Pagan LM test of independence: chi2(15) = 81.938, Pr = 0.0000

Based on 27 complete observations over panel units