The Likelihood Approach to Pooling Cross-Section and Time-Series Data

DOI10.2307/1909668zbMath0245.62077OpenAlexW1999085892MaRDI QIDQ5657571

G. S. Maddala

Publication date: 1971

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1909668

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical decision theory (62C99)

Related Items (6)

On the equivalence of pooled and mixed estimation ⋮ Statistical Inference for Single-index Panel Data Models ⋮ On a pooled estimator and its finite-sample moments ⋮ THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY? ⋮ On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity ⋮ Using Bivariate Models to Understand between- and within-Cluster Regression Coefficients, with Application to Twin Data

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