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Volumn 82, Issue 1, 1997, Pages 37-62

Estimating dynamic models from time series of independent cross-sections

Author keywords

Asymptotic bias; Cohorts; Measurement errors; Time series of cross sections

Indexed keywords


EID: 0002362778     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0304-4076(97)00015-8     Document Type: Article
Times cited : (65)

References (11)
  • 1
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    • Arellano, M.1    Bond, S.R.2
  • 2
    • 58149364940 scopus 로고
    • Another look at the instrumental-variable estimation of error-components models
    • Arellano, M., Bover, O., 1995. Another look at the instrumental-variable estimation of error-components models. Journal of Econometrics 68, 29-51.
    • (1995) Journal of Econometrics , vol.68 , pp. 29-51
    • Arellano, M.1    Bover, O.2
  • 3
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    • Consumption growth, the interest rate and aggregation
    • Attanasio, O.P., Weber, G., 1993. Consumption growth, the interest rate and aggregation. Review of Economic Studies 60, 631-649.
    • (1993) Review of Economic Studies , vol.60 , pp. 631-649
    • Attanasio, O.P.1    Weber, G.2
  • 4
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    • Consumer demand and the life-cycle allocation of household expenditures
    • Blundell, R., Browning M., Meghir, C., 1994. Consumer demand and the life-cycle allocation of household expenditures. Review of Economic Studies 61, 57-80.
    • (1994) Review of Economic Studies , vol.61 , pp. 57-80
    • Blundell, R.1    Browning, M.2    Meghir, C.3
  • 5
    • 0000639922 scopus 로고
    • A profitable approach to labour supply and commodity demand over the life-cycle
    • Browning, M., Deaton A., Irish, M., 1985. A profitable approach to labour supply and commodity demand over the life-cycle. Econometrica 53, 503-543.
    • (1985) Econometrica , vol.53 , pp. 503-543
    • Browning, M.1    Deaton, A.2    Irish, M.3
  • 6
    • 46549093197 scopus 로고
    • Panel data from time series of cross-sections
    • Deaton, A., 1985. Panel data from time series of cross-sections. Journal of Econometrics 30, 109-126.
    • (1985) Journal of Econometrics , vol.30 , pp. 109-126
    • Deaton, A.1
  • 7
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen, L.P., 1982. Large sample properties of generalized method of moments estimators. Econometrica 50, 1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 8
    • 0002903133 scopus 로고
    • Identification and estimation of dynamic models with a time series of repeated cross-sections
    • Moffitt, R., 1993. Identification and estimation of dynamic models with a time series of repeated cross-sections. Journal of Econometrics 59, 99-123.
    • (1993) Journal of Econometrics , vol.59 , pp. 99-123
    • Moffitt, R.1
  • 9
    • 0000604269 scopus 로고
    • Biases in dynamic models with fixed effects
    • Nickell, S., 1981. Biases in dynamic models with fixed effects. Econometrica 49, 1417-1426.
    • (1981) Econometrica , vol.49 , pp. 1417-1426
    • Nickell, S.1
  • 10
    • 0002963731 scopus 로고
    • Can cohort data be treated as genuine panel data
    • Verbeek, M., Nijman, T., 1992. Can cohort data be treated as genuine panel data? Empirical Economics 17, 9-23.
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    • Verbeek, M.1    Nijman, T.2
  • 11
    • 38249003013 scopus 로고
    • Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
    • Verbeek, M., Nijman, T., 1993. Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections. Journal of Econometrics 59, 125-136.
    • (1993) Journal of Econometrics , vol.59 , pp. 125-136
    • Verbeek, M.1    Nijman, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.