Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology

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128 citations0/0 files storedThe American Statistician

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Spatial and Panel Data Analysis Statistical Methods and Applications Statistical Methods and Bayesian Inference

Abstract

A data base that provides a multivariate statistical history for each of a number of individual entities is called a pooled cross-sectional and time series data base in the econometrics literature. In marketing and survey literature the terms panel data or longitudinal data are often used. In management science a convenient term might be management data base. Such a data base provides a particularly rich environment for statistical analysis. This article reviews methods for estimating multivariate relationships particular to each individual entity and for summarizing these relationships for a number of individuals. Inference to a larger population when the data base is viewed as a sample is also considered.

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References

1978Specification Tests in Econometrics 1990Econometric Models and Economic Forecasts 1981Estimation of Dynamic Models with Error Components 1970Efficient Inference in a Random Coefficient Regression Model 1966Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas 1977Sociological Methodology 1969The Use of Error Components Models in Combining Cross Section with Time Series Data 1971The Use of Variance Components Models in Pooling Cross Section and Time Series Data

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