Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Nov, 1971, Volume 39, Issue 6

The Likelihood Approach to Pooling Cross-Section and Time-Series Data

https://doi.org/0012-9682(197111)39:6<939:TLATPC>2.0.CO;2-R
p. 939-953

G. S. Maddala

The paper discusses the problem of pooling cross-section and time-series data in the framework of likelihood functions and the associated posterior distributions and shows how this analysis can be useful in deciding whether or not to pool.


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