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between-groups estimator


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An estimator of the vector of the parameters in a linear regression model with panel data, computed as an ordinary least squares (OLS) estimator using time averages of the data for each cross-section unit (group means). It is consistent when OLS on the pooled data is consistent, but is inefficient relative to generalized least squares. See also panel data; within-groups estimator.

Subjects: Economics.


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