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

DOI10.2307/1909668zbMATH Open0245.62077OpenAlexW1999085892MaRDI QIDQ5657571FDOQ5657571

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)

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

This page was built for publication: The Likelihood Approach to Pooling Cross-Section and Time-Series Data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5657571)