Pooling cross sections with unequal time-series lengths

DOI10.1016/0165-1765(85)90167-3zbMATH Open1273.91397OpenAlexW2083630945MaRDI QIDQ375100FDOQ375100

Badi H. Baltagi

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90167-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cites Work

• The Use of Error Components Models in Combining Cross Section with Time Series Data
• A Note on Error Components Models
• The Estimation of the Variances in a Variance-Components Model
• Specification Tests in Econometrics
• On the Pooling of Time Series and Cross Section Data
• Estimation of seemingly unrelated regressions with unequal numbers of observations
• Estimating economic relations from incomplete cross-section/time-series data
• Estimation of linear models with crossed-error structure
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
• Individual Effects in a System of Demand Functions
• Dispersion Matrices for Variance Components Models

Cited In (10)

• The unbalanced nested error component regression model
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• Estimating multi-way error components models with unbalanced data structures.
• Unbalanced panel data: a survey
• Hausman-type tests for individual and time effects in the panel regression model with incomplete data
• Estimation of the error-components model with incomplete panels
• Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
• Useful matrix transformations for panel data analysis: a survey
• Missing observations and panal data. A Monte-Carlo analysis
• A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data

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