Abstract
The authors describe methodological issues of panel analysis designs; in particular, autocorrelation of errors across waves. They recommend constructing a “pooled” model of data from all waves to deal with design and estimation problems, and present results from a simulation of the behavior of alternate estimators for pooled models.
Hannan, Michael T; Young, Alice A (2015). Estimation in Panel Models: Results in Pooling Cross-Sections and Time Series. Available electronically from
https : / /hdl .handle .net /1969 .1 /154793.