Pooling cross sections with unequal time-series lengths

DOI10.1016/0165-1765(85)90167-3MaRDI QIDQ375100zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

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

Cited in

(11)

• The unbalanced nested error component regression model
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• A note on two-way ECM estimation of SUR systems on unbalanced panel data
• Estimation and testing of the factor-augmented panel regression models with missing data
• 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
• Missing observations and panal data. A Monte-Carlo analysis
• Useful matrix transformations for panel data analysis: a survey

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