Abstract
Cross-lagged panel studies are studies in which two or more variables are measured for a large number of subjects at each of several points in time. The variables divide naturally into two sets, and the purpose of the analysis is to estimate and test the cross-effects between the two sets. One approach to this analysis is to treat the cross-effects as parameters in regression equations. This study contributes to this approach by extending the regression model to a multivariate model that captures the correlation among the variables and allows the errors in the model to be correlated over time.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 347-357 |
| Number of pages | 11 |
| Journal | Journal of Business and Economic Statistics |
| Volume | 4 |
| Issue number | 3 |
| DOIs | |
| State | Published - Jul 1986 |
Keywords
- Autoregressive error
- Panel analysis
- Path analysis
- Regression
- Serial correlation
ASJC Scopus subject areas
- Statistics and Probability
- Social Sciences (miscellaneous)
- Economics and Econometrics
- Statistics, Probability and Uncertainty