Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Journal of Applied Econometrics, Vol. 14, No. 3 (May - Jun., 1999), pp. 233-252 (20 pages) When estimating hedonic models of housing prices, the use of time series cross-section repeat sales data can ...
Gow, Ian D., Daniel Taylor, and Gaizka Ormazabal. "Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research." Accounting Review 85, no. 2 (March 2010): 483–512.
Repeated measurements of the same countries, people, or groups over time are vital to many fields of political science. These measurements, sometimes called time-series cross-sectional (TSCS) data, ...
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