Estimation of AR(1) models with unequally spaced pseudo‐panels

DOI10.1111/1368-423X.00058zbMath0989.62072MaRDI QIDQ2772842

David J. Mckenzie

Publication date: 2 July 2002

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

zbMATH Keywords

repeated cross-sectionsirregular samplingsynthetic cohortspseudo-panel modelsunequal-spacing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (5)

Unbalanced panel data: a survey ⋮ Asymptotic theory for heterogeneous dynamic pseudo-panels ⋮ Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ Unnamed Item

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