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- W2500255302 abstract "Abstract This article outlines the literature on time-series cross-sectional (TSCS) methods. First, it addresses time-series properties including issues of nonstationarity. It moves to cross-sectional issues including heteroskedasticity and spatial autocorrelation. The ways that TSCS methods deal with heterogeneous units through fixed effects and random coefficient models are shown. In addition, a discussion of binary variables and their relationship to event history models is provided. The best way to think about modeling single time series is to think about modeling the time-series component of TSCS data. On the cross-sectional side, the best approach is one based on thinking about cross-sectional issues like a spatial econometrician. In general, the critical insight is that TSCS and binary TSCS data present a series of interesting issues that must be carefully considered, and not a standard set of nuisances that can be dealt with by a command in some statistical package." @default.
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- W2500255302 date "2009-09-02" @default.
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- W2500255302 title "Time‐Series Cross‐Section Methods" @default.
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- W2500255302 doi "https://doi.org/10.1093/oxfordhb/9780199286546.003.0020" @default.
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