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Efficiency of repeated-cross-section estimators in fixed-effects models

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  • Rosati, Nicoletta

Abstract

Comparing repeated-cross-section (RCS) and panel estimators, asymptotically there is no efficiency loss using synthetic individuals. Small-sample simulations show higher efficiency of panels for static models, but RCS estimators are superior in the dynamic case, especially for larger values of the auto-regressive parameter.

Suggested Citation

  • Rosati, Nicoletta, 2013. "Efficiency of repeated-cross-section estimators in fixed-effects models," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1770-1775.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:7:p:1770-1775
    DOI: 10.1016/j.spl.2013.04.005
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    References listed on IDEAS

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