Panel data from time series of cross-sections

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Cited In (71)

Instrumental variable estimation based on grouped data
Consistency for the LS estimator in the linear EV regression model with replicate observations
The loglog law for LS estimator in simple linear EV regression models
Estimating dynamic models from repeated cross-sections
Product diversification, production systems, and economic performance in U.S. agricultural production
Estimating labour market transitions and continuations using repeated cross sectional data
Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables
The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models
Convergence rate for LS estimator in simple linear EV regression models
Precautionary Savings, Illiquid Assets, and the Aggregate Consequences of Shocks to Household Income Risk
Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data
Some limit behaviors for the LS estimator in simple linear EV regression models
Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments
Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models
Identification and estimation of dynamic models with a time series of repeated cross-sections
A multilevel model with autoregressive components for the analysis of tribal art prices
Grouped-data estimation and testing in simple labor-supply models
Complete convergence for weighted sums of i.i.d. random variables with applications in regression estimation and EV model
Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with α-mixing errors
Strong law of large numbers for weighted sums of random variables and its applications in EV regression models
Convergence rates in the weak law of large numbers for weighted sums of i.i.d. random variables and applications in errors-in-variables models
Estimating dynamic models from time series of independent cross-sections
Complete and complete moment convergence with applications to the EV regression models
Efficient estimation and inference in linear pseudo-panel data models
Asymptotic normality and mean consistency of LS estimators in the errors-in-variables model with dependent errors
A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
MODELING MOVEMENTS IN INDIVIDUAL CONSUMPTION: A TIME-SERIES ANALYSIS OF GROUPED DATA
Asymptotic properties for LS estimators in EV regression model with dependent errors
Strong laws for weighted sums of $\psi $-mixing random variables and applications in errors-in-variables regression models
Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors
Distribution of preferences and measurement errors in a disaggregated expenditure system
Wage dispersion, returns to skill, and black-white wage differentials
Unbalanced panel data: a survey
Complete $f$-Moment Convergence for Randomly Weighted Sums of Extended Negatively Dependent Random Variables and Its Statistical Application
Strong and weak consistency of least squares estimators in simple linear EV regression models
Random weighting $M$-estimation for linear errors-in-variables models
Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^*
Asymptotic properties of LS estimators in the errors-in-variables model with MD errors
Complete convergence for weighted sums of NSD random variables and its application in the EV regression model
Moderate deviations for LS estimator in simple linear EV regression model
Asymptotic theory for heterogeneous dynamic pseudo-panels
Weak convergence for weighted sums of a class of random variables with related statistical applications
Weighted version of strong law of large numbers for a class of random variables and its applications
ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL
Law enforcement, the price of cocaine and cocaine use
Complete $f$-moment convergence for Sung's type weighted sums and its application to the EV regression models
Cross-section versus time-series income elasticities of Canadian consumption
Some Limit Behaviors for Linear EV Model with Replicate Observations
Minimax-regret sample design in anticipation of missing data, with application to panel data
Convergence rate for weighted sums of ψ-mixing random variables and applications
Strong convergence for weighted sums of widely orthant dependent random variables and applications
Asymptotic for LS estimators in the EV regression model for dependent errors
Asymptotic Normality of LS Estimators in the Simple Linear EV Regression Model with PA Errors
Efficiency of repeated-cross-section estimators in fixed-effects models
Strong consistency of LS estimators in simple linear EV regression models with WOD errors
Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
Strong consistency of LS estimator in simple linear EV regression models
Panel design effects on response rates and response quality
Analysis of pseudo-panel data with dependent samples
MDP for estimators in EV regression models with α-mixing errors
Strong convergence for weighted sums of $(\alpha, \beta)$-mixing random variables and application to simple linear EV regression model
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
Complete $f$-moment convergence for arrays of random variables and its applications in semiparametric and EV regression models
Pseudo Panel Data Models With Cohort Interactive Effects
Micro and macro resilience measures of an economic crisis
Strong convergence for weighted sums of WOD random variables and its application in the EV regression model.
Assessing maths learning gaps using Italian longitudinal data
The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
Complete $f$-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications

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