Estimating dynamic models from repeated cross-sections

DOI10.1016/J.JECONOM.2004.06.004zbMath1336.62082OpenAlexW3021050381MaRDI QIDQ262800

Marno Verbeek, Francis Vella

Publication date: 30 March 2016

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

Full work available at URL: https://pure.uvt.nl/ws/files/534865/25.pdf

zbMATH Keywords

cohortsinstrumental variablesindividual dynamicspseudo-panel datarepeated cross-sections

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (6)

Efficient estimation and inference in linear pseudo-panel data models ⋮ Unbalanced panel data: a survey ⋮ Lower bounds on inequality of opportunity and measurement error ⋮ Efficiency of repeated-cross-section estimators in fixed-effects models ⋮ Assessing maths learning gaps using Italian longitudinal data ⋮ Asymptotic theory for heterogeneous dynamic pseudo-panels

Cites Work

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• Asymptotic theory for heterogeneous dynamic pseudo-panels
• Biases in Dynamic Models with Fixed Effects
• Estimation of Dynamic Models with Error Components
• Consumer Demand and the Life-Cycle Allocation of Household Expenditures
• Instrumental Variables Regression with Weak Instruments
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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