Abstract
Statistical models combining cross section and time series data have become increasingly popular in economic research over the last thirty years, following the pioneering work of Zellner [1962] on seemingly unrelated regressions, Balestra and Nerlove [1966] on error components models and Swamy [1970] on random coefficients models.
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References
Balestra, P. and Nerlove, M. [1966]: Pooling Cross—Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas, Econometrica 34, 585–612.
Hsiao, C. [1986]: Analysis of Panel Data, Cambridge University Press, Cambridge.
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Mundlak, Y. [1978a]: On Pooling Time Series and Cross Section Data, Econometrica, 46, 69–85.
Mundlak, Y. [1978b]: Models with Variable Coefficients: Integration and Extension, Annales de l’INSEE, 30–1, 483–509.
Swamy, P.A.V.B. [1970]: Efficient Inference in a Random Coefficient Regression Model, Econometrica 38, 311–323.
Zenner, A. [1962]: An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias, Journal of the American Statistical Association 57, 348–368.
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© 1996 Kluwer Academic Publishers
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Balestra, P. (1996). Introduction to Linear Models for Panel Data. In: Mátyás, L., Sevestre, P. (eds) The Econometrics of Panel Data. Advanced Studies in Theoretical and Applied Econometrics, vol 33. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-0137-7_2
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DOI: https://doi.org/10.1007/978-94-009-0137-7_2
Publisher Name: Springer, Dordrecht
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