Pooled Time Series Analysis
eBook - PDF

Pooled Time Series Analysis

SAGE Publications

  1. 82 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Pooled Time Series Analysis

SAGE Publications

About this book

Researchers have often been troubled with relevant data available from both temporal observations at regular intervals (time series) and from observations at single points of time (cross section). Pooled Times Series Analysis combines time series and cross- sectional data to provide the researcher with an efficient method of analysis and improved estimates of the population being studied.


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Yes, you can access Pooled Time Series Analysis by Lois W. Sayrs in PDF and/or ePUB format, as well as other popular books in Social Sciences & Social Science Research & Methodology. We have over one million books available in our catalogue for you to explore.

Table of contents

  1. Cover
  2. Contents
  3. Series Editor's Introduction
  4. Chapter 1 - Introduction
  5. Chapter 2 - Theoretical Derivation of the Pooled Time Series Model
  6. Pooling in Application
  7. The Pooled Linear Regression Model
  8. Four Models of Pooling
  9. Preliminary Diagnostics and Residual Analysis
  10. Chapter 3 - The Constant Coefficients Model
  11. Estimating the Constant Coefficients Model
  12. Correcting for Autoregression
  13. Heteroscedasticity
  14. Limitations of the Constant Coefficient Model
  15. Chapter 4 - The LSDV Model
  16. Heteroscedasticity and Unit Effects
  17. Estimating the LSDV Model
  18. Chapter 5 - The Random Coefficient Model
  19. Estimating the Random Coefficient Model: GLS
  20. An ARMA Variation of the GLS Model
  21. A Seemingly Unrelated Regression Version of the GLS Model
  22. The Swamy Random Coefficient Model
  23. The Hsaio Random Coefficient Model
  24. The Switching Model
  25. The ARCH Model
  26. Conclusions on the Random Coefficient Model
  27. Chapter 6 - The Structural Equation Model
  28. Two-Stage Estimation
  29. Maximum Likelihood Estimation
  30. LOGIT and PROBIT Specifications
  31. Conclusions on Maximum Likelihood
  32. Chapter 7 - Robustness: How Good Are These Estimates?
  33. Robust Estimators
  34. Heteroscedasticity and Robustness
  35. Chapter 8 - Conclusions on Pooled Time Series
  36. Notes
  37. References
  38. About the Author