On a pooled estimator and its finite-sample moments

DOI10.1016/0304-4076(91)90038-FzbMath0738.62103OpenAlexW2060676144MaRDI QIDQ1174642

William M. Mikhail, Ghazal A. Ghazal

Publication date: 25 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(91)90038-f

zbMATH Keywords

expansionordinary least squaresconsistent pooled estimatorexact finite-sample momentssingle cross-section equationsingle time-series equationsystem of simultaneous equationstwo-stage least-squares estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

On the equivalence of pooled and mixed estimation ⋮ Recurrence formula for expectations of products of quadratic forms ⋮ THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?

Cites Work

• The Validity of Cross-Sectionally Estimated Behavior Equations in Time Series Applications
• A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Over-Identified Cases
• On the Use of Incomplete Prior Information in Regression Analysis
• The Likelihood Approach to Pooling Cross-Section and Time-Series Data
• Linear Statistical Inference and its Applications
• Finite-Sample Properties of the k-Class Estimators
• A Note on the Exact Distributions of the GCL Estimators in Two Leading Over Identified Cases
• A Note on Regression when There is Extraneous Information about One of the Coefficients
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