The DOI matches its Crossref record; 27 of the 27 references it cites were found in a registry or an index.
On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous
Abstract
In recent years, researchers in many disciplines, including economics, accounting, finance, and marketing, have increasingly relied on panel data to model the behavior of individuals and firms. They have done so because panel data allow them to control for temporally persistent unobserved differences among individuals or firms that in many instances may bias estimates obtained from cross-sections.
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Cites
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Hansen, L. P. (1982) · Econometrica · doi:10.2307/1912775 · Cited by 13,467
Estimating Vector Autoregressions with Panel Data
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Econometric Models for Count Data with an Application to the Patents-R & D Relationship
Hausman, J., Hall, B. H., & Griliches, Z. (1984) · Econometrica · doi:10.2307/1911191 · Cited by 3,393
Panel data and unobservable individual effects
Hausman, J., & Taylor, W. (1981) · Journal of Econometrics · doi:10.1016/0304-4076(81)90085-3 · Cited by 2,309
Estimation of Dynamic Models with Error Components
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Panel Data and Unobservable Individual Effects
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Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
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Consumption and Liquidity Constraints: An Empirical Investigation
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Cited by
(2001) · RePEc: Research Papers in Economics · Cited by 27,577
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
Pesaran, M. H., Shin, Y., & Smith, R. P. (1999) · Journal of the American Statistical Association · doi:10.1080/01621459.1999.10474156 · Cited by 6,683
Estimating dynamic panel data models: a guide for macroeconomists
Judson, R. A., & Owen, A. L. (1999) · Economics Letters · doi:10.1016/s0165-1765(99)00130-5 · Cited by 2,171
Arellano, M. (2003) · doi:10.1093/0199245282.001.0001 · Cited by 2,108
Bernard, A. B., & Jensen, J. B. (2004) · Review of Economics and Statistics · doi:10.1162/003465304323031111 · Cited by 1,591
Metadata
- Authors
- Keane, M. P., & Runkle, D. E.
- Venue
- Journal of Business & Economic Statistics
- Publisher
- Informa UK Limited
- Published
- 1992-01
- Volume
- 10
- Issue
- 1
- Pages
- 1-9
- ISSN
- 0735-0015 (ISSN-L)
- 1537-2707
- OpenAlex
- W2072286175
- Cited by
- 337
- References
- 27
- FWCI
- 37.19
- Type
- journal article
- Language
- en
- Open access
- closed
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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.
