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

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

1991 • 30,298 citations

Biases in Dynamic Models with Fixed Effects

1981 • 8,018 citations

Analysis of Panel Data

1986 • 6,223 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 citations

Formulation and estimation of dynamic models using panel data

1982 • 2,840 citations

Estimation of Dynamic Models with Error Components

1981 • 2,290 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

The Econometrics of Panel Data

2008 • 768 citations

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

1971 • 531 citations

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

1983 • 417 citations

Benefits and limitations of panel data

1985 • 371 citations

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

1971 • 348 citations

Estimation of Dynamic Models with Error Components

1981 • 304 citations

A note on the Anderson-Hsiao estimator for panel data

1989 • 231 citations

On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships

1986 • 199 citations

A note on autoregressive error components models

1985 • 157 citations

The Econometrics of Panel Data

1993 • 147 citations

Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable

1993 • 77 citations

A survey of recent theoretical developments in the econometrics of panel data

1992 • 57 citations

Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable

1987 • 52 citations

Biases in dynamic models with fixed effects

1988 • 51 citations

Statistica Neerlandica 61, 2007

2007 • 42 citations

Bias assessment and reduction in linear error-correction models

1994 • 34 citations

Conditions initiales et estimation efficace dans les modeles dynamiques sur donnees de panel : une application au comportement d'invetissement des entreprises

1991 • 19 citations

Neglected dynamics in panel data models; consequences and detection in finite samples*

1995 • 15 citations

Propriétés de grands échantillons d'une classe d'estimateurs des modèles autorégressifs à erreurs composées

1983 • 8 citations