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On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity

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  • Anderson, Heather M.
  • Vahid, Farshid

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  • Anderson, Heather M. & Vahid, Farshid, 1998. "On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity," Economics Letters, Elsevier, vol. 60(3), pages 291-296, September.
    • Handle: RePEc:eee:ecolet:v:60:y:1998:i:3:p:291-296
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    References listed on IDEAS

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    1. Izan, Haji Y., 1980. "To pool or not to pool? : A reexamination of Tobin's food demand problem," Journal of Econometrics, Elsevier, vol. 13(3), pages 391-402, August.
    2. Magnus, J.R. & Morgan, M.S., 1995. "An experiment in applied econometrics," Other publications TiSEM a61c0907-aba4-4d79-9b0e-7, Tilburg University, School of Economics and Management.
    3. Anderson, Heather M & Vahid, Farshid, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 477-498, Sept.-Oct.
    4. Anderson, Heather M & Vahid, Farshid, 1997. "On the Correspondence between Individual and Aggregate Food Consumption Functions: Evidence from the USA and the Netherlands: Reply," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 503-507, Sept.-Oct.
    5. Maddala, G S, 1971. "The Likelihood Approach to Pooling Cross-Section and Time-Series Data," Econometrica, Econometric Society, vol. 39(6), pages 939-953, November.
    6. Arthur Lewbel, 1992. "Aggregation with Log-Linear Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(3), pages 635-642.
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    Cited by:

    1. Shulian Zhang, 2005. "Consumption Behaviour Under Institutional Transitions in China," School of Economics and Finance Discussion Papers and Working Papers Series 189, School of Economics and Finance, Queensland University of Technology.
    2. Wan, Zijing & Wei, Fulong & Peng, Jiale & Deng, Chao & Ding, Siqi & Xu, Dongwei & Luo, Xiaobing, 2023. "Application of physical model-based machine learning to the temperature prediction of electronic device in oil-gas exploration logging," Energy, Elsevier, vol. 282(C).

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