Time‐Series Cross‐Section Methods

Nathaniel Beck

in The Oxford Handbook of Political Methodology

Published in print August 2008 | ISBN: 9780199286546
Published online September 2009 | e-ISBN: 9780191577307 | DOI:

Series: Oxford Handbooks of Political Science

Time‐Series Cross‐Section Methods

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This article outlines the literature on time-series cross-sectional (TSCS) methods. First, it addresses time-series properties including issues of nonstationarity. It moves to cross-sectional issues including heteroskedasticity and spatial autocorrelation. The ways that TSCS methods deal with heterogeneous units through fixed effects and random coefficient models are shown. In addition, a discussion of binary variables and their relationship to event history models is provided. The best way to think about modeling single time series is to think about modeling the time-series component of TSCS data. On the cross-sectional side, the best approach is one based on thinking about cross-sectional issues like a spatial econometrician. In general, the critical insight is that TSCS and binary TSCS data present a series of interesting issues that must be carefully considered, and not a standard set of nuisances that can be dealt with by a command in some statistical package.

Keywords: time-series cross-sectional methods; nonstationarity; heteroskedasticity; spatial autocorrelation; binary variables; fixed effects; random coefficient models; heterogeneous units

Article.  8398 words. 

Subjects: Political Methodology ; Comparative Politics

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