Estimating Dynamic Models from Repeated Cross-Sections

M.J.C.M. Verbeek, F. Vella

Research output: Working paperDiscussion paperOther research output

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Abstract

A major attraction of panel data is the ability to estimate dynamic models on an individual level. Moffitt (1993) and Collado (1998) have argued that such models can also be identified from repeated cross-section data. In this paper we reconsider this issue. We review the identification conditions underlying alternative estimators and present an instrumental variables type estimator that is consistent under a relatively weak set of conditions. These conditions, however, are not trivially satisfied in applied work.
Original languageEnglish
Place of PublicationTilburg
PublisherEconometrics
Number of pages14
Volume2000-25
Publication statusPublished - 2000

Publication series

NameCentER Discussion Paper
Volume2000-25

Fingerprint

Cross section
Estimator
Attraction
Panel data
Instrumental variables

Keywords

  • repeated cross-sections
  • pseudo panel data
  • chohorts
  • instrumental variables
  • individual dynamics

Cite this

Verbeek, M. J. C. M., & Vella, F. (2000). Estimating Dynamic Models from Repeated Cross-Sections. (CentER Discussion Paper; Vol. 2000-25). Tilburg: Econometrics.
Verbeek, M.J.C.M. ; Vella, F. / Estimating Dynamic Models from Repeated Cross-Sections. Tilburg : Econometrics, 2000. (CentER Discussion Paper).
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Verbeek, MJCM & Vella, F 2000 'Estimating Dynamic Models from Repeated Cross-Sections' CentER Discussion Paper, vol. 2000-25, Econometrics, Tilburg.

Estimating Dynamic Models from Repeated Cross-Sections. / Verbeek, M.J.C.M.; Vella, F.

Tilburg : Econometrics, 2000. (CentER Discussion Paper; Vol. 2000-25).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Estimating Dynamic Models from Repeated Cross-Sections

AU - Verbeek, M.J.C.M.

AU - Vella, F.

N1 - Pagination: 14

PY - 2000

Y1 - 2000

N2 - A major attraction of panel data is the ability to estimate dynamic models on an individual level. Moffitt (1993) and Collado (1998) have argued that such models can also be identified from repeated cross-section data. In this paper we reconsider this issue. We review the identification conditions underlying alternative estimators and present an instrumental variables type estimator that is consistent under a relatively weak set of conditions. These conditions, however, are not trivially satisfied in applied work.

AB - A major attraction of panel data is the ability to estimate dynamic models on an individual level. Moffitt (1993) and Collado (1998) have argued that such models can also be identified from repeated cross-section data. In this paper we reconsider this issue. We review the identification conditions underlying alternative estimators and present an instrumental variables type estimator that is consistent under a relatively weak set of conditions. These conditions, however, are not trivially satisfied in applied work.

KW - repeated cross-sections

KW - pseudo panel data

KW - chohorts

KW - instrumental variables

KW - individual dynamics

M3 - Discussion paper

VL - 2000-25

T3 - CentER Discussion Paper

BT - Estimating Dynamic Models from Repeated Cross-Sections

PB - Econometrics

CY - Tilburg

ER -

Verbeek MJCM, Vella F. Estimating Dynamic Models from Repeated Cross-Sections. Tilburg: Econometrics. 2000. (CentER Discussion Paper).