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The asymptotically desirable properties of the resulting estimators seem to translate satisfactorily into samples as small as<jats:italic>T<\/jats:italic>= 25 with<jats:italic>N<\/jats:italic>= 5. Simulation results, Monte Carlo results, and an empirical example help confirm this finding. The article concludes that there are many empirical situations where spectral methods canbe used where they were previously eschewed.<\/jats:p>","DOI":"10.1017\/s0266466600011658","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:11:55Z","timestamp":1287393115000},"page":"331-349","source":"Crossref","is-referenced-by-count":3,"title":["Time Series Analysis in Pooled Cross-Sections"],"prefix":"10.1017","volume":"2","author":[{"given":"John J.","family":"Beggs","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"volume-title":"Spectral analysis of economic time series","year":"1964","author":"Granger","key":"S0266466600011658_ref009"},{"volume-title":"Introduction to statistical time series","year":"1976","author":"Fuller","key":"S0266466600011658_ref008"},{"key":"S0266466600011658_ref005","doi-asserted-by":"publisher","DOI":"10.2307\/1924332"},{"key":"S0266466600011658_ref003","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1981.10477691"},{"key":"S0266466600011658_ref022","doi-asserted-by":"publisher","DOI":"10.2307\/1911407"},{"key":"S0266466600011658_ref016","doi-asserted-by":"publisher","DOI":"10.2307\/1911406"},{"key":"S0266466600011658_ref001","doi-asserted-by":"publisher","DOI":"10.1007\/BF02532251"},{"key":"S0266466600011658_ref020","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90096-3"},{"key":"S0266466600011658_ref002","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90095-1"},{"key":"S0266466600011658_ref018","doi-asserted-by":"crossref","unstructured":"18. 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