Pseudo Panels and Repeated Cross-Sections

19 Pages Posted: 14 Dec 2005 Last revised: 12 Nov 2007

See all articles by Marno Verbeek

Marno Verbeek

Erasmus University - Rotterdam School of Management; Erasmus Research Institute of Management (ERIM); Netspar

Date Written: November 12, 2007

Abstract

In many countries there is a lack of genuine panel data where specific individuals or firms are followed over time. However, repeated cross-sectional surveys may be available, where a random sample is taken from the population at consecutive points in time. In this paper we discuss the identification and estimation of panel data models from repeated cross sections. In particular, attention will be paid to linear models with fixed individual effects, to models containing lagged dependent variables and to discrete choice models.

Keywords: repeated cross-sections, pseudo panel data, cohort data

JEL Classification: C21, C23

Suggested Citation

Verbeek, Marno, Pseudo Panels and Repeated Cross-Sections (November 12, 2007). Available at SSRN: https://ssrn.com/abstract=869445 or http://dx.doi.org/10.2139/ssrn.869445

Marno Verbeek (Contact Author)

Erasmus University - Rotterdam School of Management ( email )

P.O. Box 1738
Room T09-53
3000 DR Rotterdam
Netherlands
+31 10 408 2790 (Phone)

HOME PAGE: http://www.rsm.nl/mverbeek

Erasmus Research Institute of Management (ERIM)

P.O. Box 1738
3000 DR Rotterdam
Netherlands

Netspar

P.O. Box 90153
Tilburg, 5000 LE
Netherlands

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
1,416
Abstract Views
4,459
rank
15,772
PlumX Metrics