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Examining estimator bias and efficiency for pseudo panel data: A Monte Carlo simulation approach

2012
Pseudo panel data have been increasingly applied in empirical research as an alternative approach to a longitudinal analysis when genuine panel data are unavailable. However, conventional techniques are typically used to estimate pseudo panel data models without careful consideration to some unique properties of pseudo panel data.
Tsai, Chi-Hong   +3 more
openaire   +1 more source

Pseudo Panel Data Models With Cohort Interactive Effects

Journal of Business and Economic Statistics, 2018
Arturas Juodis
exaly  

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