Efficiency of repeated-cross-section estimators in fixed-effects models

Nicoletta Rosati

Statistics & Probability Letters, 2013, vol. 83, issue 7, 1770-1775

Abstract: Comparing repeated-cross-section (RCS) and panel estimators, asymptotically there is no efficiency loss using synthetic individuals. Small-sample simulations show higher efficiency of panels for static models, but RCS estimators are superior in the dynamic case, especially for larger values of the auto-regressive parameter.

Keywords: Moment restrictions; Fixed-effects model; Repeated cross-sections (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.04.005

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