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Estimating from a More General Time-Series Cum Cross-Section Data Structure

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  • Sukesh K. Ghosh

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  • Sukesh K. Ghosh, 1976. "Estimating from a More General Time-Series Cum Cross-Section Data Structure," The American Economist, Sage Publications, vol. 20(1), pages 15-21, March.
    • Handle: RePEc:sae:amerec:v:20:y:1976:i:1:p:15-21
    DOI: 10.1177/056943457602000103
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    References listed on IDEAS

    as
    1. Maddala, G S, 1971. "The Use of Variance Components Models in Pooling Cross Section and Time Series Data," Econometrica, Econometric Society, vol. 39(2), pages 341-358, March.
    2. Wallace, T D & Hussain, Ashiq, 1969. "The Use of Error Components Models in Combining Cross Section with Time Series Data," Econometrica, Econometric Society, vol. 37(1), pages 55-72, January.
    3. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-382, March.
    4. Henderson, Charles R, Jr, 1971. "Comment on 'The Use of Error Components Models in Combining Cross Section with Time Series Data'," Econometrica, Econometric Society, vol. 39(2), pages 397-401, March.
    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.
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    Cited by:

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    2. Giulietti, Monica & Otero, Jesús & Smith, Jeremy, 2008. "Testing for unit roots in three-dimensional heterogeneous panels in the presence of cross-sectional dependence," Economics Letters, Elsevier, vol. 101(3), pages 188-192, December.
    3. Paas, Tiiu & Tafenau, Egle, 2005. "European trade integration in the Baltic Sea Region - A gravity model based analysis," HWWA Discussion Papers 331, Hamburg Institute of International Economics (HWWA).

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