Formulation and estimation of dynamic models using panel data

On the Pooling of Time Series and Cross Section Data

1978 • 4,737 citations

Estimation of Dynamic Models with Error Components

1981 • 2,290 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Panel Data and Unobservable Individual Effects

1981 • 2,028 citations

The Statistical Analysis of Time Series.

1972 • 1,286 citations

Regression Analysis when the Dependent Variable Is Truncated Normal

1973 • 1,147 citations

Identification in Parametric Models

1971 • 1,021 citations

Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas

1966 • 1,007 citations

The use of time series processes to model the error structure of earnings in a longitudinal data analysis

1982 • 887 citations

Latent Variables in Socio-Economic Models.

1978 • 619 citations

Empirical Production Function Free of Management Bias

1961 • 593 citations

The Use of Variance Components Models in Pooling Cross Section and Time Series Data

1971 • 531 citations

The Use of Error Components Models in Combining Cross Section with Time Series Data

1969 • 531 citations

Estimation of Parameters in Time-Series Regression Models

1960 • 480 citations

Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections

1971 • 348 citations

The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models

1972 • 331 citations

Estimation of Dynamic Models with Error Components

1981 • 304 citations

Simple Statistical Models for Discrete Panel Data Developed and Applied to Test the Hypothesis of True State Dependence against the Hypothesis of Spurious State Dependence

1978 • 184 citations

Kinometrics: Determinants of Socioeconomic Success within and between Families

1978 • 135 citations

Estimation of Models of Autoregressive Signal Plus White Noise

1974 • 132 citations

Small sample considerations in estimation from panel data

1980 • 121 citations

Generalized Least Squares with an Estimated Variance Covariance Matrix

1971 • 93 citations

Linear system identification from nonstationary cross-sectional data

1979 • 61 citations

Education, income, and ability revisited

1977 • 58 citations

Miscellaneous Asymptotic Properties of Ordinary Least Squares and Maximum Likelihood Estimators in Dynamic Error Components Models

1978 • 37 citations

Identifiability in Linear Models

1974 • 26 citations

Analysis of Regressions Containing Serially Correlated and Serially Uncorrelated Error Components

1980 • 17 citations

Efficient Estimation of Dynamic Error Components Models with Panel Data

1979 • 9 citations

Efficient estimation of models with composite disturbance terms

1973 • 8 citations