Article1977

Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses

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Hui-shyong Chang, Cheng F. Lee, Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses, The Journal of Financial and Quantitative Analysis, Vol. 12, No. 3 (Sep., 1977), pp. 457-471

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1966Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas 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 1971Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections 1968Functional Form in the Demand for Money

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