The DOI matches its Crossref record; 133 of the 133 references it cites were found in a registry or an index.
Panel Data Econometrics
Abstract
This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models. Part II discusses pure time series models. Part III considers dynamic conditional models.
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Cites
Arellano, M., & Bond, S. (1991) · The Review of Economic Studies · doi:10.2307/2297968 · Cited by 33,272
Self-citationInvestigating 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-citationSpecification Tests in Econometrics
Hausman, J. A. (1978) · Econometrica · doi:10.2307/1913827 · Cited by 18,820
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
A Contribution to the Empirics of Economic Growth
Mankiw, N. G., Romer, D., & Weil, D. N. (1992) · The Quarterly Journal of Economics · doi:10.2307/2118477 · Cited by 15,119
Econometric 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
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
Cited by
Panel Data Models With Interactive Fixed Effects
(2009) · Econometrica · doi:10.3982/ecta6135 · Cited by 1,690
Carbon Taxes, Path Dependency, and Directed Technical Change: Evidence from the Auto Industry
Aghion, P., Dechezleprêtre, A., Hémous, D., Martin, R., & Van Reenen, J. (2016) · Journal of Political Economy · doi:10.1086/684581 · Cited by 1,604
Formulating, Identifying and Estimating the Technology of Cognitive and Noncognitive Skill Formation
Cunha, F., & Heckman, J. J. (2008) · Journal of Human Resources · doi:10.3368/jhr.43.4.738 · Cited by 1,468
Panel Models in Sociological Research: Theory into Practice
Halaby, C. N. (2004) · Annual Review of Sociology · doi:10.1146/annurev.soc.30.012703.110629 · Cited by 946
Heteroskedasticity-robust Standard Errors for Fixed Effects Panel Data Regression
Stock, J. H., & Watson, M. W. (2008) · Econometrica · doi:10.1111/j.0012-9682.2008.00821.x · Cited by 609
Metadata
- Authors
- Arellano, M.
- Publisher
- Oxford University PressOxford
- Published
- 2003-06-26
- OpenAlex
- W1618969555
- Cited by
- 2,108
- References
- 133
- FWCI
- 59.90
- Type
- book
- Language
- en
- Open access
- closed
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