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

Sample Selection Bias as a Specification Error

1979 • 27,564 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Journal of economic literature

1996 • 10,163 citations

Biases in Dynamic Models with Fixed Effects

1981 • 8,018 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

1980 • 7,455 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Analysis of Panel Data

1986 • 6,223 citations

The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models

1976 • 5,019 citations

On the Pooling of Time Series and Cross Section Data

1978 • 4,737 citations

A Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 citations

Journal of the American Statistical Association

1989 • 3,796 citations

Elements of econometrics

1971 • 3,087 citations

Formulation and estimation of dynamic models using panel data

1982 • 2,840 citations

Analysis of Covariance with Qualitative Data

1980 • 2,696 citations

Panel data and unobservable individual effects

1981 • 2,311 citations

Estimation of Dynamic Models with Error Components

1981 • 2,290 citations

Panel Data and Unobservable Individual Effects

1981 • 2,028 citations

Economic duration data and hazard functions

1988 • 1,999 citations

Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data

1988 • 1,907 citations

Journal of the Royal Statistical Society.

1921 • 1,670 citations

Errors in variables in panel data

1986 • 1,664 citations

Panel data from time series of cross-sections

1985 • 1,407 citations

The measurement and sources of technical inefficiency in the Indonesian weaving industry

1981 • 1,359 citations

PRACTITIONERS’ CORNER: Computing Robust Standard Errors for Within‐groups Estimators^*

1987 • 1,279 citations

Elements of Econometrics.

1988 • 1,255 citations

Multivariate regression models for panel data

1982 • 1,231 citations

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

1966 • 1,007 citations

Production Frontiers and Panel Data

1984 • 1,001 citations

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

1982 • 887 citations

Handbook of Econometrics.

1985 • 815 citations

Serial Correlation and the Fixed Effects Model

1982 • 804 citations

The Econometrics of Panel Data

2008 • 768 citations

An Error-Components Model for Prediction of County Crop Areas Using Survey and Satellite Data

1988 • 721 citations

Elements of Econometrics

1988 • 668 citations

Empirical Production Function Free of Management Bias

1961 • 593 citations

Dynamic Aspects of Earning Mobility

1978 • 565 citations

Longitudinal Analysis of Labor Market Data

1985 • 557 citations

Empirical research on nominal exchange rates

1995 • 539 citations

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

1969 • 531 citations

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

1971 • 531 citations

Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment

1979 • 509 citations

Some Estimators for a Linear Model With Random Coefficients

1968 • 504 citations

Limited Dependent Variable Models Using Panel Data

1987 • 477 citations

Statistical Inference in Random Coefficient Regression Models

1971 • 474 citations

Estimation of linear models with crossed-error structure

1974 • 473 citations

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

1983 • 417 citations

Estimating Dynamic Demand for Cigarettes Using Panel Data: The Effects of Bootlegging, Taxation and Advertising Reconsidered

1986 • 406 citations

Benefits and limitations of panel data

1985 • 371 citations

Journal of business and economic statistics

1988 • 353 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

Instrumental-Variable Estimation of an Error-Components Model

1986 • 329 citations

Instrumental Variables

1985 • 311 citations

Efficient Estimation Using Panel Data

1989 • 294 citations

Estimation of Production Function Parameters Combining Time-Series and Cross-Section Data

1962 • 281 citations

The Estimation of the Variances in a Variance-Components Model

1971 • 259 citations

Transformations for Estimation of Linear Models with Nested-Error Structure

1973 • 250 citations

Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

1987 • 246 citations

A note on the Anderson-Hsiao estimator for panel data

1989 • 231 citations

SEMIPARAMETRIC ANALYSIS OF RANDOM EFFECTS LINEAR MODELS FROM BINARY PANEL DATA

1987 • 231 citations

Testing the Error Components Model with Non-Normal Disturbances

1985 • 230 citations

An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models

1975 • 229 citations

Estimation of the error-components model with incomplete panels

1989 • 227 citations

The specification of technical and allocative inefficiency in stochastic production and profit frontiers

1987 • 226 citations

Gasoline demand in the OECD

1983 • 212 citations

Full Information Estimations of a System of Simultaneous Equations with Error Component Structure

1987 • 210 citations

Panel data and labor market studies

1990 • 194 citations

The Validity of Cross-Sectionally Estimated Behavior Equations in Time Series Applications

1959 • 185 citations

Simultaneous equations and panel data

1992 • 177 citations

Short and Long Run Effects in Pooled Models

1984 • 174 citations

Error Components and Seemingly Unrelated Regressions

1977 • 165 citations

A Remark on Hausman's Specification Test

1982 • 164 citations

Efficient estimation with panel data: An empirical comparison of instrumental variables estimators

1988 • 163 citations

A note on autoregressive error components models

1985 • 157 citations

Simultaneous Equations with Error Components

2021 • 152 citations

Pooled Cross-Sectional and Time Series Data Analysis.

1990 • 148 citations

A Note on Error Components Models

1971 • 140 citations

Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance

1980 • 134 citations

On Seemingly Unrelated Regressions with Error Components

1980 • 133 citations

A Note on Error-Components Models

1972 • 132 citations

Alternative Tests of the Error Components Model

1989 • 131 citations

Testing for individual effects in autoregressive models

1988 • 130 citations

A transformation that will circumvent the problem of autocorrelation in an error-component model

1991 • 129 citations

A lagrange multiplier test for the error components model with incomplete panels

1990 • 127 citations

Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood

1982 • 123 citations

Small sample considerations in estimation from panel data

1980 • 121 citations

An Analysis of the Health and Retirement Status of the Elderly

1986 • 120 citations

Some Estimation Methods for a Random Coefficient Model

1975 • 117 citations

EXPERIMENTAL EVIDENCE ON THE ESTIMATION OF DYNAMIC ECONOMIC RELATIONS FROM A TIME SERIES OF CROSS-SECTION

1967 • 116 citations

The Revenues-Expenditures Nexus: Evidence from Local Government Data

1989 • 113 citations

A joint test for serial correlation and random individual effects

1991 • 108 citations

Using Time-Series and Cross-Section Data to Estimate a Production Function with Positive and Negative Marginal Risks

1982 • 102 citations

A Generalized Error Component Model with Heteroscedastic Disturbances

1988 • 101 citations

Seemingly Unrelated Regressions with Error Components

2021 • 97 citations

Pooling cross-sections with unequal time-series lengths

1985 • 97 citations

A simple way to obtain the spectral decomposition of variance components models for balanced data

1982 • 95 citations

Maximum likelihood estimation of random effects models

1987 • 95 citations

Random and changing coefficient models

1984 • 92 citations

Hourly Earnings in the United States: Another Look at Unionization, Schooling, Sickness, and Unemployment Using PSID Data

1985 • 87 citations

Pooling

1981 • 87 citations

Introduction

1989 • 82 citations

A Comparative Study of Alternative Estimators for Variance Components Models Used in Econometric Applications

1973 • 80 citations

On efficient estimation with panel data: An empirical comparison of instrumental variables estimators

1990 • 77 citations

Estimating economic relations from incomplete cross-section/time-series data

1981 • 75 citations

A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data

1983 • 71 citations

Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects

1974 • 69 citations

Econometrics: A Varying Coefficients Approach

1981 • 69 citations

Testing for Autocorrelation in Dynamic Random Effects Models

1990 • 68 citations

16 Varying coefficient regression

1985 • 65 citations

Longitudinal Analysis of Labor Market Data.

1987 • 64 citations

A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. Airlines

1985 • 60 citations

A Class of Decompositions of the Variance-Covariance Matrix of a Generalized Error Components Model

1982 • 59 citations

Prediction in the context of the variance-components model

1979 • 58 citations

A Macroeconometric Model for Developing Countries

1990 • 58 citations

Prediction in the one‐way error component model with serial correlation

1992 • 57 citations

Formulation and Estimation of Econometric Models for Panel Data

1996 • 55 citations

Recent developments in the econometrics of panel data analysis

1987 • 54 citations

On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components

1984 • 54 citations

The analysis of labor market mobility using panel data

1989 • 51 citations

Heteroscedasticity and Stratification in Error Components Models

1978 • 51 citations

Biases in dynamic models with fixed effects

1988 • 51 citations

Estimating stochastic frontier systems with unbalanced panel data: The case of floor tile manufactories in egypt

1990 • 51 citations

A transformation for heteroscedastic error components regression models

1988 • 48 citations

A Monte Carlo Study for Pooling Time Series of Cross-Section Data in the Simultaneous Equations Model

1984 • 47 citations

On the Estimation of Technical and Allocative Inefficiency Using Stochastic Frontier Functions: The Case of U.S. Class 1 Railroads

1988 • 44 citations

The Prior Likelihood and Best Linear Unbiased Prediction in Stochastic Coefficient Linear Models

1979 • 43 citations

Measurement error and panel data¹

1991 • 42 citations

Testing for Structural Change in Panel Data: Application to a Study of U.S. Foreign Trade in Manufacturing Goods

1989 • 38 citations

Full Information Estimations of a System of Simultaneous Equations with Error Component Structure

1987 • 38 citations

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

1978 • 37 citations

Does school matter for educational achievement? a two‐way nested‐error components analysis

1989 • 37 citations

Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components

1985 • 36 citations

Estimation of time-dependent parameters in linear models using cross-sections, panels, or both

1990 • 36 citations

Advanced lectures in quantitative economics

1991 • 35 citations

An Alternative Heteroscedastic Error Components Model

1988 • 32 citations

Optimal Experimental Design for Error Components Models

1988 • 31 citations

Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques

1986 • 30 citations

A note on the equivalence of specification tests in the two-factor multivariate variance components model

1985 • 30 citations

On the estimation of simultaneous‐equations error‐components models with an application to a model of developing country foreign trade

1993 • 29 citations

Test̀ing for heteroscedasticity in a model of seemingly unrelated regression equations with variance components (SUREVC)

1980 • 27 citations

Why Do Individual-Effects Models Perform so Poorly? The Case of Academic Salaries

1989 • 26 citations

Estimating from a More General Time-Series Cum Cross-Section Data Structure

1976 • 26 citations

On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components

1988 • 25 citations

Dynamic Models for Panel Data

1990 • 24 citations

Demand for Motor Gasoline: A Generalized Error Components Model

1982 • 24 citations

An Alternative Heteroscedastic Error Components Model

1989 • 23 citations

Advanced Lectures in Quantitative Economics

1990 • 22 citations

A Stein-rule method for pooling data

1983 • 21 citations

Estimation of Simultaneous Equation Models with Error Components Structure

1988 • 21 citations

Individual Effects in a System of Demand Functions

1983 • 19 citations

The Separation of Individual Variation and Systematic Change in the Analysis of Panel Data

1978 • 19 citations

Longitudinal Labor Market Data: Sources, Uses, and Limitations

1983 • 18 citations

A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data

1990 • 16 citations

A computational algorithm for multiple equation models with panel data

1990 • 16 citations

The Stochastic Coefficients Approach to Econometric Modeling, Part III: Estimation, Stability Testing, and Prediction

1988 • 15 citations

Non-parametric testing of discrete panel data models

1987 • 15 citations

The error components model

1979 • 14 citations

A monotonic property for iterative GLS in the two-way random effects model

1992 • 14 citations

Modèles dynamiques de demande de travail : spécification et estimation sur données de panel

1986 • 14 citations

The Stochastic Coefficients Approach to Econometric Modeling, Part II: Description and Motivation

1988 • 14 citations

Modèles dynamiques de demande de travail: Spécification et estimation sur données de panel

1986 • 14 citations

The Stochastic Coefficients Approach to Econometric Modeling Part I: A Critique of Fixed Coefficients Models

1988 • 13 citations

Potentials and pitfalls of panel data The case of job mobility

1989 • 13 citations

On Estimating from a More General Time-Series Cum Cross-Section Data Structure

1987 • 13 citations

The effects of liquidity constraints on consumption Estimation from household panel data

1989 • 12 citations

The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data

1989 • 11 citations

On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models

1991 • 11 citations

Errors in variables in panel data with a binary dependent variable

1987 • 11 citations

A note on a fixed effect model with arbitrary interpersonal covariance

1983 • 10 citations

Errors in variables in a random-effects probit model for panel data

1987 • 10 citations

Small sample properties of simultaneous error components models

1990 • 10 citations

Longitudinal Analysis of Labor Market Data.

1988 • 10 citations

Efficient Estimation of Dynamic Error Components Models with Panel Data

1979 • 9 citations

A Specification Test for Models Estimated by GLS

1986 • 8 citations

Sampling Designs for Short Panel Data

1986 • 8 citations

Variance Component Estimation Under Misspecification

1991 • 8 citations

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

1983 • 8 citations

Prediction with a Two-Way Error Component Regression Model

1988 • 7 citations

The separation of individual variation and systematic change in the analysis of panel survey data

1978 • 7 citations

Beta and q in a Simultaneous Framework with Pooled Data

1988 • 6 citations

Generalized Estimation of Error Components Models with a Serially Correlated Temporal Effect

1982 • 6 citations

Prediction with a Two-Way Error Component Regression Model

1989 • 6 citations

Editors' introduction

1982 • 6 citations

Time Series Analysis in Pooled Cross-Sections

1986 • 5 citations

LONGITUDINAL DATA METHODS

1987 • 5 citations

Introduction

1987 • 5 citations

Introduction à l'économétrie des données de panel. Théorie et applications à des échantillons d'entreprises

1989 • 4 citations

The optimal design of rotating panels in a simple analysis of variance model

1988 • 4 citations

The error components regression model: conditional relative efficiency comparisons

1990 • 4 citations

Potentials and Pitfalls of Panel Data: The Case of Job Mobility

1988 • 3 citations

The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data

1990 • 3 citations

A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data

1991 • 3 citations

Panel data on incomes : a selection of the papers presented at a conference on the analysis of panel data on incomes, 24/25 June 1982 at International Centre for Economics and Related Disiplines

1983 • 2 citations

The effects of liquidity constraints on consumption: Estimation from household panel data

1989 • 2 citations

The optimal choice of controls and pre-experimental observations

1992 • 1 citations