Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas
Integrity signals
Registry
Cites
Statistics
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
Pooled cross-section time series frameworks have been common in the social sciences for decades where they are analyzed as 'panel data'.
“Such frameworks have been common in the social sciences for decades where they are analyzed as 'panel data' (Balestra and Nerlove, 1966; Hannan and Young, 1977).”
From Forecasting Extreme Temperatures in Siberia Using Supervised Learning and Conformal Prediction Regions (2025) · cites this paper as Balestra and Nerlove, 1966
Cited by
Sorted by citations
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880 · see citing works
Testing for unit roots in heterogeneous panels
Im, K. S., Pesaran, M. H., & Shin, Y. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(03)00092-7 · Cited by 15,435 · see citing works
Energy—Capital substitutability/complementarity
Apostolakis, B. E. (1990) · Energy Economics · doi:10.1016/0140-9883(90)90007-3 · Cited by 139 · see citing works
Estimation in Panel Models: Results on Pooling Cross-Sections and Time Series
Hannan, M. T., & Young, A. A. (1977) · Sociological Methodology · doi:10.2307/270753 · Cited by 138 · see citing works
Berk, R. A., & Braverman, A. (2025) · arXiv · doi:10.48550/arxiv.2503.16118
- Authors
- Balestra, P., & Nerlove, M.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1966-07
- Volume
- 34
- Issue
- 3
- Pages
- 585
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W1985419506
- Cited by
- 1,005
- References
- 0
- Citations by year
- 2026: 12 · 2025: 19 · 2024: 16 · 2023: 20 · 2022: 18 · 2021: 29 · 2020: 27 · 2019: 27 · 2018: 26 · 2017: 14 · 2016: 42 · 2015: 26 · 2014: 19 · 2013: 39 · 2012: 23
- FWCI
- 38.65
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Econometrica (publishedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Physical Sciences › Energy › Renewable Energy, Sustainability and the Environment › Energy, Environment, and Transportation Policies
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Economics of Agriculture and Food Markets
- Keywords
- dynamic demand model, natural gas demand, demand estimation, econometric estimation
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review