Pooled Time-Series Cross-Section Estimation
时间序列与截面数据的合并估计
PROGRAMS ARE AVAILABLE to facilitate calculation of least squares and instrumental variable coefficients and related statistics from data consisting of time-series observations for each of several cross-sectional units.' The (FORTRAN) programs2 must be used with the SPEAKEASY/FEDEASY processor3 and take the form of three FEDEASY commands that (1) form a moment (cross product) matrix from an arbitrarily large number of observations (CPMATRIX), (2) calculate least squares and…