Xiao Huang
 
Department of Mathematics, Washington University
 
Title: On the Pooling of time series and cross section data
 

Abstract: In econometrics study it is often assumed that the coefficients of the quantitative variables are the same in the model whereas the coefficients of the intercept or effects may vary over subject or time. Yair Mundlak (1978) suggested an explicit account should be taken of the dependence that exists between the quantitative variables and the effects.