Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

1991 • 30,298 citations

Another look at the instrumental variable estimation of error-components models

1995 • 17,553 citations

Analysis of Panel Data

1986 • 6,223 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 citations

Estimation of Dynamic Models with Error Components

1981 • 2,290 citations

Efficient estimation of models for dynamic panel data

1995 • 1,039 citations

Generalized method of moments specification testing

1985 • 624 citations

Estimation of Dynamic Models with Error Components

1981 • 304 citations

Efficient Estimation Using Panel Data

1989 • 294 citations

Testing for individual effects in autoregressive models

1988 • 130 citations

Estimating systems of equations with different instruments for different equations

1996 • 63 citations

[On the Estimation of Panel-Data Models with Serial Correlation When Instruments Are Not Strictly Exogenous]: Comment

1992 • 31 citations

A separability result for gmm estimation, with applications to gls prediction and conditional moment tests

1995 • 28 citations