Special Issue: Time-Series Cross-Section Analysis
A special issue of Political Analysis, published in Spring 2007, tackles the topic of how political scientists approach modeling time-series cross-sectional data. The issue, guest-edited by Nathaniel Beck, addresses the subject as the use of TSCS data has become increasingly more frequent in the political science field over the past three decades.
Table of Contents
- From Statistical Nuisances to Serious Modeling: Changing How We Think About the Analysis of Time-Series–Cross-Section Data
- A Lot More to Do: The Sensitivity of Time-Series Cross-Section Analyses to Simple Alternative Specifications
Sven E. Wilson and Daniel M. Butler
- Efficient Estimation of Time-Invariant and Rarely Changing Variables in Finite Sample Panel Analyses with Unit Fixed Effects
Thomas Plümper and Vera E. Troeger
- Spatial Econometric Models of Cross-Sectional Interdependence in Political Science Panel and Time-Series-Cross-Section Data
Robert J. Franzese, Jr and Jude C. Hays
- A Bayesian Multilevel Modeling Approach to Time-Series Cross-Sectional Data
Boris Shor, Joseph Bafumi, Luke Keele, and David Park
- Random Coefficient Models for Time-Series–Cross-Section Data: Monte Carlo Experiments
Nathaniel Beck and Jonathan N. Katz
If you would like to order a copy of this special issue, you can order online or download an order form here.