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A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections

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  • Girma, Sourafel

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  • Girma, Sourafel, 2000. "A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections," Journal of Econometrics, Elsevier, vol. 98(2), pages 365-383, October.
  • Handle: RePEc:eee:econom:v:98:y:2000:i:2:p:365-383
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    References listed on IDEAS

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    1. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
    2. Richard Blundell & Martin Browning & Costas Meghir, 1994. "Consumer Demand and the Life-Cycle Allocation of Household Expenditures," Review of Economic Studies, Oxford University Press, vol. 61(1), pages 57-80.
    3. Moffitt, Robert, 1993. "Identification and estimation of dynamic models with a time series of repeated cross-sections," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 99-123, September.
    4. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
    5. Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
    6. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 33(1), pages 125-132.
    7. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
    8. Dolores Collado, M., 1997. "Estimating dynamic models from time series of independent cross-sections," Journal of Econometrics, Elsevier, vol. 82(1), pages 37-62.
    9. Frees, Edward W., 1995. "Assessing cross-sectional correlation in panel data," Journal of Econometrics, Elsevier, vol. 69(2), pages 393-414, October.
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    Cited by:

    1. Jhon James Mora & Juan Muro, 2012. "Persistence of informality in a developing country," BORRADORES DE ECONOMÍA Y FINANZAS 009593, UNIVERSIDAD ICESI.
    2. Charles Ackah, & Oliver Morrissey, & Simon Appleton, "undated". "Who Gains from Trade Protection in Ghana? A Household-Level Analysis," Discussion Papers 07/02, University of Nottingham, CREDIT.
    3. World Bank, 2016. "Tunisia Poverty Assessment 2015," World Bank Other Operational Studies 24410, The World Bank.
    4. Verbeek, Marno & Vella, Francis, 2005. "Estimating dynamic models from repeated cross-sections," Journal of Econometrics, Elsevier, vol. 127(1), pages 83-102, July.
    5. Badi Baltagi & Seuck Song, 2006. "Unbalanced panel data: A survey," Statistical Papers, Springer, vol. 47(4), pages 493-523, October.
    6. Jose Cuesta & Hugo Ñopo & Georgina Pizzolitto, 2011. "Using Pseudo‐Panels To Measure Income Mobility In Latin America," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 57(2), pages 224-246, June.
    7. Hugo Ñopo & Giorgina Pizzolitto & José Cuesta, 2007. "Usando pseudopaneles para medir la movilidad del ingreso en América," Research Department Publications 4558, Inter-American Development Bank, Research Department.
    8. Vincent Leyaro & Oliver Morrissey, "undated". "Protection and the Determinants of Household Income in Tanzania 1991 – 2007," Discussion Papers 10/03, University of Nottingham, CREDIT.
    9. Balcazar Salazar,Carlos Felipe, 2015. "Long-run effects of democracy on income inequality : evidence from repeated cross-sections," Policy Research Working Paper Series 7153, The World Bank.
    10. repec:bla:labour:v:31:y:2017:i:1:p:59-72 is not listed on IDEAS
    11. Inoue, Atsushi, 2008. "Efficient estimation and inference in linear pseudo-panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 449-466, January.
    12. Hong Liu & Wei Tan, 2009. "The Effect of Anti-Smoking Media Campaign on Smoking Behavior: The California Experience," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 29-47, May.
    13. Zhiguo Xiao, 2011. "Efficient Estimation of Moment Condition Models with Heterogenous Populations," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 89-107, May.

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