Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology

DOI10.2307/2685870MaRDI QIDQ4742208zbMATH OpenOpenAlexFDO

Authors Terry E. Dielman

Publication date 1983

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2685870

zbMATH Keywords

bibliographycross-sectional time series dataerror componentsestimating multivariate relationshipslongitudinal datapanel datapoolingrandom coefficient regressionseemingly unrelated regressionsurvey of current statistical methodology

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited in

(8)

• Random group effects and the precision of regression estimates
• The error components regression model: conditional relative efficiency comparisons
• Estimation of Standard Errors of Empirical Bayes Estimators in Capm-Type Models
• Simulation studies comparing fixed effect and mixed models in data sets with multiple measurements in individual sampling units
• Pooling data for the analysis of dynamic marketing systems
• Approaches to regression analysis with multiple measurements from individual sampling units
• A generalised linear space-time autoregressive model with space-time autoregressive disturbances
• Estimation of the error-components model with incomplete panels

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