On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

DOI10.1016/S0165-1765(98)00119-0zbMath0910.90059OpenAlexW1998207525MaRDI QIDQ1274709

Farshid Vahid, Heather M. Anderson

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00119-0

zbMATH Keywords

aggregationlog-linear modelsheteroskedasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?

Cites Work

• Aggregation with Log-Linear Models
• The Likelihood Approach to Pooling Cross-Section and Time-Series Data

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