The Likelihood Approach to Pooling Cross-Section and Time-Series Data

DOI10.2307/1909668MaRDI QIDQ5657571zbMATHOpenAlexFDO

Authors G. S. Maddala

Publication date 1971

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1909668

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical decision theory (62C99)

Cited in

(6)

• Using Bivariate Models to Understand between- and within-Cluster Regression Coefficients, with Application to Twin Data
• On the equivalence of pooled and mixed estimation
• On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
• On a pooled estimator and its finite-sample moments
• Statistical inference for single-index panel data models
• THE RISE AND FALL OF EXTRANEOUS ESTIMATION: LESSONS FROM ECONOMETRIC HISTORY?

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