PL EN


2006 | 53 | 3 | 27-35
Article title

SOME ASPECTS OF ESTIMATION TIME SERIES - CROSS-SECTION DATA MODELS

Title variants
Languages of publication
PL
Abstracts
EN
In analyses based on time-series - cross-section data (TSCS) the following problems are very often encountered: groupwise heteroscedasticity, cross-sectional correlation and autocorrelation of the error term, the latter being common for all units or unit-specific. There are different ways of taking those phenomena into account while hypotheses testing and estimating a model. The estimation methods, that are most often used are FGLS (adapted for this case by Parks) and OLS with panel corrected standard errors, PCSE proposed by Beck and Katz. Both these methods are applied to the analysis of labour demand by (chosen) PKD sections and their effectiveness is examined.
Year
Volume
53
Issue
3
Pages
27-35
Physical description
Document type
ARTICLE
Contributors
author
  • B. Danska-Borsiak, Uniwersytet Lódzki, Katedra Ekonometrii Przestrzennej, ul. Rewolucji 1905r. 41, 90-214 Lódz, Poland
References
Document Type
Publication order reference
Identifiers
CEJSH db identifier
07PLAAAA01843928
YADDA identifier
bwmeta1.element.732834c3-0087-32e4-9c97-9af80650ee4e
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.