Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152985 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
Comparing repeated-cross-section (RCS) and panel estimators, asymptotically there is no efficiency loss using synthetic individuals. Small-sample simulations show higher efficiency of panels for static models, but RCS estimators are superior in the dynamic case, especially for larger values of the auto-regressive parameter.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nicoletta Rosati,