Estimating dynamic panel data models: a guide for macroeconomists

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

1991 • 30,298 citations

Initial conditions and moment restrictions in dynamic panel data models

1998 • 18,731 citations

Biases in Dynamic Models with Fixed Effects

1981 • 8,018 citations

PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

2004 • 5,677 citations

Spurious regression and residual-based tests for cointegration in panel data

1999 • 4,846 citations

Estimation of Dynamic Models with Error Components

1981 • 2,290 citations

On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

1995 • 1,917 citations

Efficient estimation of models for dynamic panel data

1995 • 1,039 citations

Estimation of Dynamic Models with Error Components

1981 • 304 citations

On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous

1992 • 285 citations

Efficient Estimation With Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators

1997 • 279 citations

A note on the Anderson-Hsiao estimator for panel data

1989 • 231 citations

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

1992 • 133 citations

Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators

1997 • 88 citations