[The model extlesstex-math extgreater$Y_\it\= extbackslashSigma _\k\( extbackslashbeta _\k\+ extbackslashdelta _\ik\+y_\tk\)x_\ikt\= extbackslashvarepsilon _\it\$ extless/tex-math extgreater with extlesstex-math extgreater$ extbackslashdelta _\ik\$ extless/tex-math extgreater and extlesstex-math extgreatery_\tk\ extless/tex-math extgreater random is considered as a means of pooling the time series of a cross-section sample. The model is placed in a mixed analysis of variance framework. Relationships between various estimation criteria are derived and their asymptotic properties compared. Some implementation problems are also discussed.]