EconBase
← All papers

Cross-Section Estimation of Long-Run Relations Using Time-Compressed Data

Serena Ng, Nikolay Gospodinov

arXiv 26 Aug 2026 · Econometrics

arXiv:2608.25901 · PDF · Extracted main text

Abstract

Many empirical investigations of long-run relations are based on cross-section regressions in averaged or long differenced data that effectively have the time dimension of a $T\times N$ panel compressed. We analyze a class of time-compressed I(1) data and show that they have magnified variability stemming from the fact that the cross-section variance of a non-stationary panel `fans out' with time. Cross-section regressions in time compressed data can potentially yield estimates that are super-consistent and asymptotically normal, whether the regressors are stationary, non-stationary, or highly persistent. The fastest convergence rate of $\sqrt{N}T$ requires a compression scheme that not only magnifies the non-stationary signal, but also dilutes the regression noise. Omitted fixed effects preclude noise dilution but the estimates remain super-consistent. However, the fanning out effect can be weakened when the data have a strong force for mean-reversion or convergence, a problem that seems relevant for temperature data. We consider three applications and find that the long-run relation between consumption and income, and between growth/inflation and demographic variables are reasonably well determined, but the estimated relation between growth and warming temperature is fragile.

Citation extraction

38
references
55
in-text mentions
38
distinct cited
2
self-citations
15,938
main-text words

appendix boundary found by appendix_titled_section at “Appendix” · 79% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Deaton and Paxson (1994) Intertemporal Choice and Inequality, Journal of Political Economy CII, 437–4671.00053100%
2Burke and Emerick (2016) Adaptation to Climate Change: Evidence from US Agriculture, American Economic Journal: Economic Policy 8:3, 106–1400.92843100%
3Dell, Jones and Olken (2012) Temperature Shocks and Economic Growth: Evidence from the Last Half Century, American Economic Journal: Macroeconomics 4:3, 66–950.73732100%
4Feldstein and Horioka (1980) Domestic Saving and International Capital Flows, Economic Journal 90:358, 314–3290.73732100%
5Barro (1991) Economic Growth in Cross-Section of Countries, Quarterly Journal of Economics 106:2, 407–4430.64422100%
6Juselius and Takats (2021) Inflation and Demography Through Time, Journal of Economic Dynamics and Control 128, 1041360.64422100%
7Ng (2008) A Simple Test for Non-Stationarity in Mixed Panels, Journal of Business and Economic Statistics 26:1, 113–127 self0.64422100%
8Andrews (2005) Cross-Section Regression with Common Shocks, Econometrica 73:5, 1551–15860.51121100%
9Bai and Kao (2006) On the Estimation and Inference of a Panel Cointegration Model with Cross-Section Dependence, in B. Baltagi (ed.), Contributions…0.51121100%
10Bai, Kao and Ng (2009) Panel Cointegration with Global Stochastic Trends, Journal of Econometrics 149:1, 82–99 self0.51121100%

Showing the top 10 of 38 scored citations.