Identification and estimation of dynamic models with a time series of repeated cross-sections

DOI10.1016/0304-4076(93)90041-3MaRDI QIDQ689435zbMATH OpenOpenAlexFDO

Authors Robert A. Moffitt

Publication date 20 December 1993

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(93)90041-3

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

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• The Estimation of a Simultaneous-Equation Tobit Model
• The information in aggregate data from Markov chains

Cited in

(16)

• Panel design effects on response rates and response quality
• Estimating dynamic models from repeated cross-sections
• Estimating labour market transitions and continuations using repeated cross sectional data
• Estimating the probability of leaving unemployment using uncompleted spells from repeated cross-section data
• A multilevel model with autoregressive components for the analysis of tribal art prices
• Estimating dynamic models from time series of independent cross-sections
• Bayesian estimation of transition probabilities from repeated cross sections
• Efficient estimation and inference in linear pseudo-panel data models
• Analysis of pseudo-panel data with dependent samples
• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
• Unbalanced panel data: a survey
• Pseudo Panel Data Models With Cohort Interactive Effects
• Asymptotic theory for heterogeneous dynamic pseudo-panels
• Assessing maths learning gaps using Italian longitudinal data
• Minimax-regret sample design in anticipation of missing data, with application to panel data
• Efficiency of repeated-cross-section estimators in fixed-effects models

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