Pooled Cross-Sectional and Time Series Data: A Survey of Current Statistical Methodology |
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Authors: | Terry E Dielman |
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Institution: | Decision Sciences, M. J. Neeley School of Business , Texas Christian University , Fort Worth , TX , 76129 , USA |
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Abstract: | A data base that provides a multivariate statistical history for each of a number of individual entities is called a pooled cross-sectional and time series data base in the econometrics literature. In marketing and survey literature the terms panel data or longitudinal data are often used. In management science a convenient term might be management data base. Such a data base provides a particularly rich environment for statistical analysis. This article reviews methods for estimating multivariate relationships particular to each individual entity and for summarizing these relationships for a number of individuals. Inference to a larger population when the data base is viewed as a sample is also considered. |
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Keywords: | Cross-sectional time series data Error components Random coefficient regression Seemingly unrelated regression Pooling |
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