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Estimation in Panel Models: Results in Pooling Cross-Sections and Time Series
(2015-08-15)
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 ...
Constrained and Unconstrained Maximum Likelihood Estimation of a Variance Components Model of Cross- Sections Pooled Over Time
(2015-08-15)
The authors report on simulations on the quality of parameter estimates of regression coefficients with lagged variables. Results showed that the quality of estimates varied with the amount of serial error correlation and ...