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

DOI10.1016/0304-4076(93)90041-3zbMath0800.62803OpenAlexW2006844899MaRDI QIDQ689435

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

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

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

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