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

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

1991 • 30,298 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 citations

Formulation and estimation of dynamic models using panel data

1982 • 2,840 citations

Panel data and unobservable individual effects

1981 • 2,311 citations

Panel Data and Unobservable Individual Effects

1981 • 2,028 citations

Multivariate regression models for panel data

1982 • 1,231 citations

Efficient estimation of models for dynamic panel data

1995 • 1,039 citations

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

1966 • 1,007 citations

Asymptotic efficiency in estimation with conditional moment restrictions

1987 • 761 citations

Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods

1983 • 417 citations

Instrumental Variables Regression with Independent Observations

1982 • 339 citations

Instrumental-Variable Estimation of an Error-Components Model

1986 • 329 citations

Efficiency Bounds for Semiparametric Regression

1992 • 322 citations

Efficient Estimation Using Panel Data

1989 • 294 citations

Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments

1983 • 214 citations

Comment: Sequential Moment Restrictions in Panel Data

1992 • 213 citations

Comment: Sequential Moment Restrictions in Panel Data

1992 • 103 citations

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

1992 • 31 citations