Estimation of time-dependent parameters in linear models using cross-sections, panels, or both
January 1990
Article
pp 333-346.
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In this paper we consider the estimation of time-dependent parameters in linear models from panel data, cross-sections, or both. We determine the fraction of individuals that should be reinterviewed each period in order to minimize the variance of the most efficient estimator of linear combinations of the parameters. Moreover we derive simple sufficient conditions for the optimal fraction to be zero or one, respectively.
Keywords
Automatically Extracted Terms
- panel
- cross-section
- parameter
- model
- combination
- period
- value
- section
- result
- series
- eigenvalue
- panel data
- estimate
- design
- analysis
- variance
- expenditure
- nijman
- estimator
- condition
