A Note on Dynamic Modelling from Short and Heterogeneous Pseudo Panels

DOI10.1111/1467-9574.00167MaRDI QIDQ4469530zbMATH OpenOpenAlexFDO

Authors Sourafel Girma

Publication date 15 June 2004

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9574.00167

Mathematics Subject Classification ID

Applications of statistics (62P99) Monte Carlo methods (65C05)

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Cited in

(5)

• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
• Asymptotic theory for heterogeneous dynamic pseudo-panels
• Estimation of \(\text{AR}(1)\) models with unequally spaced pseudo-panels
• scientific article; zbMATH DE number 762919 (Why is no real title available?)
• Analysis of pseudo-panel data with dependent samples

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