论文信息 - Estimation of time-dependent parameters in linear models using cross-sections, panels, or both

Estimation of time-dependent parameters in linear models using cross-sections, panels, or both

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.

Marno Verbeek | M. Verbeek | T. Nijman | Theo Nijman | Marno Verbeek

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