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

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

1991 • 30,298 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 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

Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables

1980 • 579 citations

Short and Long Run Effects in Pooled Models

1984 • 174 citations

EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION

1992 • 104 citations

Empirical Econometrics.

1970 • 70 citations

Dynamic Models for Panel Data

1990 • 24 citations

The Interpretation of Cross Section Estimates in a Dynamic Model

1961 • 21 citations

Asymptotic consequences of neglected dynamics in individual effects models*

1994 • 13 citations

Cross-Section and Time-Series Tests of the Permanent-Income Hypothesis

1999 • 9 citations

Exact similar tests for the root of a first-order autoregressive regression model

1993 • 8 citations