Estimation of time-dependent parameters in linear models using cross-sections, panels, or both
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Nijman, T.E. & Verbeek, M.J.C.M., 1988. "Estimation of time dependent parameters in linear models using cross sections, panels or both," Research Memorandum FEW 302, Tilburg University, School of Economics and Management.
References listed on IDEAS
- Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Verbeek, Marno & Nijman, Theo, 1992.
"Can Cohort Data Be Treated as Genuine Panel Data?,"
Empirical Economics, Springer, vol. 17(1), pages 9-23.
- Verbeek, M. & Nijman, T., 1990. "Can Cohort Data Be Treated As Genuine Panel Data," Papers 9064, Tilburg - Center for Economic Research.
- Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Can cohort data be treated as genuine panel data?," Discussion Paper 1990-64, Tilburg University, Center for Economic Research.
- Nijman, T.E. & Verbeek, M.J.C.M., 1992. "Can cohort data be treated as genuine panal data?," Other publications TiSEM 03b18da0-e22f-4b8a-b605-c, Tilburg University, School of Economics and Management.
- Bomhoff, E.J., 1991.
"Between Price Reform and Privatization : Eastern Europe in Transition,"
Discussion Paper
1991-35, Tilburg University, Center for Economic Research.
- Bomhoff, E.J., 1991. "Between Price Reform and Privatization : Eastern Europe in Transition," Other publications TiSEM 8e6afe4e-3752-4fc2-8ab3-2, Tilburg University, School of Economics and Management.
- Bomhoff, E.J., 1991. "Between Price Reform and Privatization - Eastern Europe in Transition," Papers 9135, Tilburg - Center for Economic Research.
- Bomhoff, E.J., 1991. "Between price reform and privatization : Eastern Europe in transition," Other publications TiSEM 76c6aa0b-4318-4ea1-8785-1, Tilburg University, School of Economics and Management.
- Nijman, Theo & Verbeek, Marno & van Soest, Arthur, 1991.
"The efficiency of rotating-panel designs in an analysis-of-variance model,"
Journal of Econometrics, Elsevier, vol. 49(3), pages 373-399, September.
- Nijman, T.E. & Verbeek, M.J.C.M. & van Soest, A.H.O., 1991. "The efficiency of rotating panel designs in an analysis of variance model," Other publications TiSEM 9cbb61cc-762f-4ab2-84f6-5, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Verbeek, M.J.C.M. & van Soest, A.H.O., 1991. "The efficiency of rotating-panel designs in an analysis-of-variance model," Other publications TiSEM 3ed26750-8e6a-4695-aac5-9, Tilburg University, School of Economics and Management.
- Alain-Désiré Nimubona & Désiré Vencatachellum, 2007. "Intergenerational education mobility of black and white South Africans," Journal of Population Economics, Springer;European Society for Population Economics, vol. 20(1), pages 149-182, February.
- Rene Segers & Philip Hans Franses, 2014.
"Panel design effects on response rates and response quality,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(1), pages 1-24, February.
- Seger, R. & Franses, Ph.H.B.F., 2007. "Panel design effects on response rates and response quality," Econometric Institute Research Papers EI 2007-29, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Bruno, Randolph Luca & Stampini, Marco, 2007.
"Joining Panel Data with Cross-Sections for Efficiency Gains: An Application to a Consumption Equation for Nicaragua,"
IZA Discussion Papers
3231, Institute of Labor Economics (IZA).
- R. Bruno & M. Stampini, 2007. "Joining Panel Data with Cross-Sections for Efficiency Gains: an Application to a Consumption Equation for Nicaragua," Working Papers 619, Dipartimento Scienze Economiche, Universita' di Bologna.
- Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Can cohort data be treated as genuine panel data?," Other publications TiSEM 17fd5894-9eef-426e-b402-0, Tilburg University, School of Economics and Management.
- Verbeek, M.J.C.M. & Nijman, T.E., 1992.
"Incomplete panels and selection bias : A survey,"
Discussion Paper
1992-7, Tilburg University, Center for Economic Research.
- Verbeek, M. & Nijman, T., 1992. "Incomplete Panels and Selection Bias: A Survey," Papers 9207, Tilburg - Center for Economic Research.
- Randolph Luca Bruno & Laura Magazzini & Marco Stampini, 2018. "The Joint Estimate of Singleton and Longitudinal Observations: a GMM Approach for Improved Efficiency," Working Papers 04/2018, University of Verona, Department of Economics.
- Kevin B. Moore, 2004. "The effects of the 1986 and 1993 tax reforms on self-employment," Finance and Economics Discussion Series 2004-05, Board of Governors of the Federal Reserve System (U.S.).
- Bebonchu Atems & Jason Jones, 2015. "Income inequality and economic growth: a panel VAR approach," Empirical Economics, Springer, vol. 48(4), pages 1541-1561, June.
- Borm, Peter & Keiding, H & McLean, R.P. & Oortwijn, S & Tijs, S, 1992.
"The Compromise Value for NTU-Games,"
International Journal of Game Theory, Springer;Game Theory Society, vol. 21(2), pages 175-189.
- Borm, P. & Keiding, H. & McLean, R.P., 1992. "The Compromise Value for NTU-Games," Papers 9218, Tilburg - Center for Economic Research.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1993. "The compromise value for NTU-games," Other publications TiSEM 27c574e5-d810-484c-a668-3, Tilburg University, School of Economics and Management.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM cb1df340-6f44-4cb5-ae3b-4, Tilburg University, School of Economics and Management.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Other publications TiSEM 8385282a-94b7-4399-9b2e-9, Tilburg University, School of Economics and Management.
- Borm, P.E.M. & Keiding, H. & McLean, R.P. & Oortwijn, S. & Tijs, S.H., 1992. "The compromise value for NTU-games," Discussion Paper 1992-18, Tilburg University, Center for Economic Research.
- Verbeek, M.J.C.M. & Nijman, T.E., 1992. "Incomplete panels and selection bias : A survey," Other publications TiSEM 65401dae-613b-4e10-a8ae-c, Tilburg University, School of Economics and Management.
- Kristen Monaco & Steven Yamarik, 2015. "Are there human capital externalities in U.S. states? Evidence from the Current Population Survey," Economics Bulletin, AccessEcon, vol. 35(4), pages 2345-2362.
- Verbeek, M.J.C.M., 1993. "Pseudo panel data," Other publications TiSEM a9fb068a-803b-472b-969d-2, Tilburg University, School of Economics and Management.
- Ryan H. Murphy & Colin O’Reilly, 2019. "Applying panel vector autoregression to institutions, human capital, and output," Empirical Economics, Springer, vol. 57(5), pages 1633-1652, November.
- Verbeek, M.J.C.M. & Nijman, T.E., 1993. "Incomplete panels and selection bias : A survey," Other publications TiSEM 08061352-957b-4f56-b303-9, Tilburg University, School of Economics and Management.
- Hong, Junpyo, 2011. "The Role of Amenities in a Regional Economy: A Meta-Analysis Approach," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 34(5), pages 1-27, December.
- Xin Liu & Wei-Guo Wang & Hai-Jun Liu, 2016. "The Efficiency of Split Panel Designs in an Analysis of Variance Model," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-20, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Maïlys Korber, 2019. "Does Vocational Education Give a Labour Market Advantage over the Whole Career? A Comparison of the United Kingdom and Switzerland," Social Inclusion, Cogitatio Press, vol. 7(3), pages 202-223.
- Verbeek, M.J.C.M. & Nijman, T.E., 1990. "Can cohort data be treated as genuine panel data?," Other publications TiSEM 17fd5894-9eef-426e-b402-0, Tilburg University, School of Economics and Management.
- Tullio Jappelli & Marco Pagano, 1994. "Personal Saving in Italy," NBER Chapters, in: International Comparisons of Household Saving, pages 237-268, National Bureau of Economic Research, Inc.
- Borsch-Supan, Axel & Reil-Held, Anette & Rodepeter, Ralf & Schnabel, Reinhold & Winter, Joachim, 2001.
"The German Savings Puzzle,"
Research in Economics, Elsevier, vol. 55(1), pages 15-38, March.
- Börsch-Supan, Axel & Reil-Held, Anette & Rodepeter, Ralf & Schnabel, Reinhold & Winter, Joachim, 2000. "The German Savings Puzzle," Discussion Papers 594, Institut fuer Volkswirtschaftslehre und Statistik, Abteilung fuer Volkswirtschaftslehre.
- Börsch-Supan, Axel H. & Reil-Held, Anette & Rodepeter, Ralf & Schnabel, Reinhold & Winter, Joachim, 2001. "The German Savings Puzzle," Munich Reprints in Economics 20236, University of Munich, Department of Economics.
- Börsch-Supan, Axel & Reil-Held, Anette & Rodepeter, Ralf & Schnabel, Reinhold & Winter, Joachim, 2000. "The German Savings Puzzle," Papers 01-07, Sonderforschungsbreich 504.
- Börsch-Supan, Axel & Reil-Held, Anette & Rodepeter, Ralf & Schnabel, Reinhold & Winter, Joachim, 2000. "The German Savings Puzzle," Sonderforschungsbereich 504 Publications 01-07, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Kasraian, Dena & Maat, Kees & van Wee, Bert, 2018. "Urban developments and daily travel distances: Fixed, random and hybrid effects models using a Dutch pseudo-panel over three decades," Journal of Transport Geography, Elsevier, vol. 72(C), pages 228-236.
- Ozdamar, Oznur & Giovanis, Eleftherios, 2016. "Being Healthy in Turkey: A Pseudo-Panel Data Analysis," MPRA Paper 95838, University Library of Munich, Germany.
- Clemens Noelke & Daniel Horn, 2011. "Social Transformation and the Transition from Vocational Education to Work," Budapest Working Papers on the Labour Market 1105, Institute of Economics, Centre for Economic and Regional Studies.
- Sule Alan & Orazio Attanasio & Martin Browning, 2009.
"Estimating Euler equations with noisy data: two exact GMM estimators,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(2), pages 309-324, March.
- Sule Alan & Orazio Attanasio & Martin Browning, 2005. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," CAM Working Papers 2005-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Martin Browning & Sule Alan & Orazio Attanasio, 2006. "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers 283, University of Oxford, Department of Economics.
- Hippolyte d’Albis & Ikpidi Badji, 2017.
"Intergenerational inequalities in standards of living in France,"
Economie et Statistique / Economics and Statistics, Institut National de la Statistique et des Etudes Economiques (INSEE), issue 491-492, pages 71-92.
- Ikpidi Badji & Hippolyte d'Albis, 2017. "Intergenerational Inequalities in Standards of Living in France," PSE-Ecole d'économie de Paris (Postprint) hal-01549794, HAL.
- Ikpidi Badji & Hippolyte d'Albis, 2017. "Intergenerational Inequalities in Standards of Living in France," Post-Print hal-01549794, HAL.
- Felici, Marco & Kenny, Geoff & Friz, Roberta, 2023.
"Consumer savings behaviour at low and negative interest rates,"
European Economic Review, Elsevier, vol. 157(C).
- Marco Felici & Geoff Kenny & Roberta Friz, 2022. "Consumer Savings Behaviour at Low and Negative Interest Rates," European Economy - Discussion Papers 172, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Felici, Marco & Kenny, Geoff & Friz, Roberta, 2022. "Consumer savings behaviour at low and negative interest rates," Working Paper Series 2736, European Central Bank.
- Diane J. Macunovich, 1999.
"The fortunes of one's birth: Relative cohort size and the youth labor market in the United States,"
Journal of Population Economics, Springer;European Society for Population Economics, vol. 12(2), pages 215-272.
- Diane Macunovich, 1999. "The Fortune of One's Birth: Relative Cohort Size and the Youth Labor Market in the United States," Center for Policy Research Working Papers 6, Center for Policy Research, Maxwell School, Syracuse University.
- Evren Ceritoglu, 2017.
"The effect of house price changes on cohort consumption in Turkey,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 17(3), pages 1-99–110.
- Evren Ceritoglu, 2017. "The Effect of House Price Changes on Cohort Consumption in Turkey," Working Papers 1710, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Emily Anderson & Atsushi Inoue & Barbara Rossi, 2016.
"Heterogeneous Consumers and Fiscal Policy Shocks,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(8), pages 1877-1888, December.
- Emily Anderson & Atsushi Inoue & Barbara Rossi, 2011. "Heterogeneous consumers and fiscal policy shocks," Economics Working Papers 1478, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2015.
- Rossi, Barbara & Inoue, Atsushi & Anderson, Emily, 2013. "Heterogeneous Consumers and Fiscal Policy Shocks," CEPR Discussion Papers 9631, C.E.P.R. Discussion Papers.
- Emily Anderson & Atsushi Inoue & Barbara Rossi, 2012. "Heterogeneous Consumers and Fiscal Policy Shocks," 2012 Meeting Papers 261, Society for Economic Dynamics.
- Emily Anderson & Atsushi Inoue & Barbara Rossi, 2015. "Heterogeneous Consumers and Fiscal Policy Shocks," Working Papers 822, Barcelona School of Economics.
- Orazio Attanasio & Peter Levell & Hamish Low & Virginia Sánchez-Marcos, 2015.
"Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply,"
NBER Working Papers
21315, National Bureau of Economic Research, Inc.
- Attanasio, O. & Levell, P. & Low, H. & Sanchez-Marcos, V., 2017. "Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply," Cambridge Working Papers in Economics 1711, Faculty of Economics, University of Cambridge.
- Orazio Attanasio & Peter Levell & Hamish Low & Orazio Attanasio, 2015. "Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply," Cambridge Working Papers in Economics 1558, Faculty of Economics, University of Cambridge.
- Orazio Attanasio & Peter Levell & Hamish Low & Virginia Sánchez-Marcos, 2015. "Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply," Cambridge Working Papers in Economics 1519, Faculty of Economics, University of Cambridge.
- Attanasio, Orazio & Low, Hamish & Sánchez-Marcos, Virginia & Levell, Peter, 2015. "Aggregating Elasticities: Intensive and Extensive Margins of Female Labour Supply," CEPR Discussion Papers 10732, C.E.P.R. Discussion Papers.
- Katsushi S. Imai & Takahiro Sato, 2014.
"Recent Changes in Micro-Level Determinants of Fertility in India: Evidence from National Family Health Survey Data,"
Oxford Development Studies, Taylor & Francis Journals, vol. 42(1), pages 65-85, March.
- Katsushi S. Imai & Takahiro Sato, 2013. "Recent Changes in Micro-Level Determinants of Fertility in India: Evidence from National Family Health Survey Data," Discussion Paper Series DP2013-05, Research Institute for Economics & Business Administration, Kobe University.
- Cristina Conflitti & Roberta Zizza, 2021. "What’s behind firms’ inflation forecasts?," Empirical Economics, Springer, vol. 61(5), pages 2449-2475, November.
- Attanasio, O.P. & Weber, G., 1989.
"Consumption, Productivity Growth and the Interest Rate,"
Discussion Paper
1989-25, Tilburg University, Center for Economic Research.
- Attanasio, O.P. & Weber, G., 1989. "Consumption, Productivity Growth And The Interest Rate," Papers 8925, Tilburg - Center for Economic Research.
- Attanasio, O.P. & Weber, G., 1989. "Consumption, Productivity Growth and the Interest Rate," Other publications TiSEM 662d119c-2ff6-4da5-8bc0-5, Tilburg University, School of Economics and Management.
- Talosaga Talosaga & Mark Vink, 2014. "The Effect of Public Pension Eligibility Age on Household Saving: Evidence from a New Zealand Natural Experiment," Treasury Working Paper Series 14/21, New Zealand Treasury.
- Shabbar Jaffry & Yaseen Ghulam & Vyoma Shah, 2007. "Returns to Education in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 46(4), pages 833-852.
- Cockburn, Iain & Griliches, Zvi, 1988.
"Industry Effects and Appropriability Measures in the Stock Market's Valuation of R&D and Patents,"
American Economic Review, American Economic Association, vol. 78(2), pages 419-423, May.
- Iain Cockburn & Zvi Griliches, 1987. "Industry Effects and Appropriability Measures in the Stock Markets Valuation of R&D and Patents," NBER Working Papers 2465, National Bureau of Economic Research, Inc.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:46:y:1990:i:3:p:333-346. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.