Estimating dynamic models from time series of independent cross-sections

DOI10.1016/S0304-4076(97)00015-8zbMath1130.62401OpenAlexW1966608358MaRDI QIDQ1265787

M. Dolores Collado

Publication date: 27 September 1998

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00015-8

Mathematics Subject Classification ID

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

Related Items (7)

Efficient estimation and inference in linear pseudo-panel data models ⋮ Unbalanced panel data: a survey ⋮ Efficiency of repeated-cross-section estimators in fixed-effects models ⋮ Asymptotic theory for heterogeneous dynamic pseudo-panels ⋮ Analysis of pseudo-panel data with dependent samples ⋮ A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections ⋮ Estimating dynamic models from repeated cross-sections

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Another look at the instrumental variable estimation of error-components models
• Identification and estimation of dynamic models with a time series of repeated cross-sections
• Panel data from time series of cross-sections
• Consumption Growth, the Interest Rate and Aggregation
• Biases in Dynamic Models with Fixed Effects
• Consumer Demand and the Life-Cycle Allocation of Household Expenditures
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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