The DOI matches its Crossref record; 131 of the 131 references it cites were found in a registry or an index.
Panel Data Models: Some Recent Developments
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Arellano, M., & Bond, S. (1991) · The Review of Economic Studies · doi:10.2307/2297968 · Cited by 33,272
Self-citationSample Selection Bias as a Specification Error
Heckman, J. J. (1979) · Econometrica · doi:10.2307/1912352 · Cited by 28,779
Investigating causal relations by econometric models and cross-spectral methods
Granger, C. W. J. (1969) · Econometrica · doi:10.2307/1912791 · Cited by 22,989
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1998) · Journal of Econometrics · doi:10.1016/s0304-4076(98)00009-8 · Cited by 22,571
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880
Self-citationEconometric Analysis of Panel Data
Baltagi, B. H. (2021) · Springer Texts in Business and Economics · doi:10.1007/978-3-030-53953-5 · Cited by 15,104
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1995) · Working Paper Series · doi:10.1920/wp.ifs.1995.9517 · Cited by 14,755
Large Sample Properties of Generalized Method of Moments Estimators
Hansen, L. P. (1982) · Econometrica · doi:10.2307/1912775 · Cited by 13,467
Biases in dynamic models with fixed effects
Nickell, S. (1981) · Econometrica · doi:10.2307/1911408 · Cited by 8,735
Probabilistic Models for Some Intelligence and Attainment Tests
(1961) · Information and Control · doi:10.1016/s0019-9958(61)80061-2 · Cited by 6,939
Cited by
Panel Data Models With Interactive Fixed Effects
(2009) · Econometrica · doi:10.3982/ecta6135 · Cited by 1,690
The Long and Short of the Canada-U.S. Free Trade Agreement
Trefler, D. (2004) · American Economic Review · doi:10.1257/0002828042002633 · Cited by 1,071
Matrix Completion Methods for Causal Panel Data Models
Athey, S., Bayati, M., Doudchenko, N., Imbens, G., & Khosravi, K. (2018) · doi:10.3386/w25132 · Cited by 497
Using Panel Data on Income Satisfaction to Estimate Equivalence Scale Elasticity
Schwarze, J. (2003) · Review of Income and Wealth · doi:10.1111/1475-4991.00092 · Cited by 98
Causal models for longitudinal and panel data: a survey
Arkhangelsky, D., & Imbens, G. (2024) · The Econometrics Journal · doi:10.1093/ectj/utae014 · Cited by 50
Metadata
- Authors
- Arellano, M., & Honoré, B.
- Venue
- Handbook of Econometrics
- Publisher
- Elsevier
- Published
- 2001
- Pages
- 3229-3296
- ISSN
- 1573-4412 (ISSN-L)
- OpenAlex
- W2110784642
- Cited by
- 561
- References
- 131
- FWCI
- 126.65
- Type
- book chapter
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Panel Data Models: Some Recent Developments. https://app.cochat.ai/papers/10.1016/s1573-4412(01)05006-1
- The paper
- Arellano, M., & Honoré, B. (2001). Panel Data Models: Some Recent Developments. Handbook of Econometrics. https://doi.org/10.1016/s1573-4412(01)05006-1
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.