Cross-sectional regression

A Cross-sectional regression is a type of regression model in which the explained and explanatory variables are associated with one period or point in time. This is in contrast to a time-series regression or longitudinal regression in which the variables are considered to be associated with a sequence of points in time.

See also

• Regression analysis
• Linear regression

References

• Andrews, D. W. K. (2005). "Cross-Section Regression with Common Shocks". Econometrica 73 (5): 1551. doi:10.1111/j.1468-0262.2005.00629.x.  Preprint
• Wooldridge, Jeffrey M. (2009). "Part 1: Regression Analysis with Cross Sectional Data". Introductory econometrics: a modern approach (4th ed.). Cengage Learning. ISBN 0324660545, 9780324660548. 

External links

• A Review of Cross Sectional Regression for Financial Data Lectute notes by Gary Koop, Department of Economics, University of Strathclyde

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