Asymptotic theory for heterogeneous dynamic pseudo-panels

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Poverty traps and nonlinear income dynamics with measurement error and individual heterogeneity (2005, unknown): “McKenzie (2004) discusses the practical and theoretical issues involved in choosing between the OLS and IV approaches to estimating linear dynamic models on cohort averages.”
The Econometrics of Data Combination (2007, background): “However, with a lagged dependent variable in the equation the errors in successive periods have a MA(1) structure because the errors in not observing the same individuals in each cross section are correlated (McKenzie, 2004).”
Pseudo-Panels and Repeated Cross-Sections (2007, unknown): “…it is easy to adjust the moment matrices in the within estimator to eliminate the variance due to measurement error (cf. Fuller, 3As argued by McKenzie (2004), in many applications cohorts are de ned by age groups and hence a xed number of cohorts is most likely to be of interest, which is…”