series序列timeissuesdataldv Time-series–CrossSectionData:Time-SeriesIssues NathanielBeck(withalittlehelpfromhisfriends,particularly JonathanKatz DepartmentofPolitics,NYU,NewYork,NY10012,nathaniel.beck@nyu.edu PreparedforWorkshop,UTDallas,Nov.11,2006 1 Outline Introduction Generaltime-seriesissues Testing Comp...
(1)根据生成过程和结构方面的差异,计量经济学中应用的数据可分为时间序列数据(time series data)、截面数据(cross sectional data)。 × (2)截面数据是许多不同的观察对象在不同时间点上的取值的统计数据集合,可理解为对一个随机变量重复抽样获得的数据。 × (3)数据的准确性,指样本数据必须准确反映经济变量的状...
系统标签: sectional panel data time estimator uncorrelated TimeSeriesandCross-SectionalData(PanelData)PaneldataisusedwhenthedatasethasinformationregardingatimedimensionTandaunitdimensioni(e.g.firm,individual,group,etc.WehaveNgroups).ThemodelhasKvariables/regressors.Inclassweusedamodelwheretheinterceptchangesforindiv...
I have macro cross sectional time series data of 50 municipalities with 10 datapoints (and covariates). Does mplus allow me to study this data? The data are autocorrelated. kind regards Bengt O. Muthen posted on Sunday, January 22, 2017 - 8:54 am N=50 and T=10 should work fine if...
Such situations arise naturally in the context of time series data, where structural changes can occur over time, but random coefficient models have also been found useful when using cross-sectional data and individual decision making units are thought to respond differently to changes in independent...
Set a time-series andcross-section datato the common advantage. 它既能反映某一时期各个个体数据的规律,也能描述每个个体随时间变化的规律,集合了时间序列和截面数据的共同优点。 更多例句>> 5) Cross-sectional Data 截面数据 1. Thus,the author analyses the influencing factors of development of general ...
Although cross-sectional data is seen as the opposite of time series, the two are often used together in practice. Understanding Time Series A time series can be taken on any variable that changes over time. In investing, it is common to use a time series to track the price of a securit...
A model-based clustering method for cross-sectional time series data is proposed and applied to crop insurance programs. To design an effective grouprisk plan, an important step is to group together the farms that resemble each other and decide the number of clusters, both of which can be ach...
时间序列分析和截面分析是在工业界alpha research中的两种基本分析方法. 回顾文献, 我们发现在简单的随机过程模型中就能看到两种现代的分析的思路特点和区别. 本文介绍 Lo and Mackinlay (1989) 提出的时序动量模型 Time Series Momentum (TSM) Model (下称TSM) 与截面动量模型Cross-Sectional Momentum (CSM) Model ...
Cross-sectional time-series regressionStata fits fixed-effects (within), between-effects, and random-effects (mixed) models on balanced and unbalanced data. We use the notation y[i,t] = X[i,t]*b + u[i] + v[i,t] That is, u[i] is the fixed or random effect and v[i,t] is ...