1990
Estimation of time-dependent parameters in linear models using cross-sections, panels, or both
Publication
Publication
Journal of Econometrics p. 333- 346
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.
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| , , , | |
| doi.org/10.1016/0304-4076(90)90013-J, hdl.handle.net/1765/12663 | |
| Journal of Econometrics | |
| Organisation | Erasmus School of Economics |
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Nijman, T., & Verbeek, M. (1990). Estimation of time-dependent parameters in linear models using cross-sections, panels, or both. Journal of Econometrics, 333–346. doi:10.1016/0304-4076(90)90013-J |
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