Next: Bibliography
Up: No Title
Previous: Bibliography
-
- 1
-
Hsiao, C. (1986) Analysis of Panel Data Cambridge
University Press.
- 2
-
Balestra, P. and M. Nerlove (1966) ``Pooling Cross Section
and Time Series Data in the Estimation of a Dynamic Model:
The Demand for Natural Gas'' Econometrica 34-3
585-612.
- 3
-
Wallace, T.D. and A. Hussein (1969) ``The Use of Error
Components Models in Combining Cross Section with Time
Series Data'' Econometrica 37-1 55-72.
- 4
-
Mundlak, Y. (1978) ``On the Pooling of Time Series and
Cross Section Data'' Econometrica 46 69-86.
- 5
-
Maddala, G.S. (1971) ``The Use of Variance Components Models
in Pooling Cross Section and Time Series Data'' Econometrica 39-2 341-358.
- 6
-
Hausman, J.A. and W.E. Taylor (1981) ``Panel Data and
Unobservable Individual Effects'' Econometrica
49 1377-1398.
- 7
-
Breusch, T.S. (1987) ``Maximum Likelihood Estimation of
Random Effects Models'' Journal of Econometrics
36-3 383-389.
- 8
-
Chamberlain, G. (1980) ``Analysis of Covariance with
Qualitative Data'' Review of Economic Studies
XLVII, 225-237.
- 9
-
Manski, C.F. (1987) ``Semiparametric Analysis of Random
Effects Linear Models from Binary Panel Data'' Econometrica
55 357-362.
- 10
-
Honoré, B.E. (1992) ``Trimmed LAD and Least Squares
Estimation of Truncated and Censored Regression Models with
Fixed Effects'' Econometrica 60-3 533-566.
- 11
-
Honoré, B.E. (1993) ``Orthogonality Conditions for Tobit
Models with Fixed Effects and Lagged Dependent Variables''
Journal of Econometrics 59 35-61.
- 12
-
Chamberlain, G. (1982) ``Multivariate Regression Models
for Panel Data'' Journal of Econometrics 18
5-46.
- 13
-
Chamberlain, G. (1984) ``Panel Data'' in Z. Griliches and
M.D. Intrilligator (eds.) Handbook of Econometrics
volume 2, North Holland, 1247-1318.
- 14
-
Bhargava, A. and J.D. Sargan (1983) ``Estimating Dynamic
Random Effects Models from Panel Data Covering Short
Time Periods'' Econometrica 51 1635-1659.
- 15
-
Amemiya, T. and T. MaCurdy (1986) ``Instrumental Variables
Estimation of an Error Component Model'' Econometrica
54 869-881.
- 16
-
Breusch, T.S. G.E. Mizon, and P. Schmidt (1989) ``Efficient
Estimation Using Panel Data'' Econometrica
57 695-701.
- 17
-
Holtz-Eakin, D. Newey, W. and H.S. Rosen (1988) ``Estimating
Vector Autogressions with Panel Data'' Econmetrica
1371-1396.
- 18
-
Ahn, S.C. and P. Schmidt (1995) ``Efficient Estimation of
Models for Dynamic Panel Data'' Journal of Econometrics
68-1 5-28.
- 19
-
Ahn, S.C. and P. Schmidt (1992) ``Efficient Estimation of
Panel Data Models with Exogenous and Lagged Dependent Regressors''
manuscript, University of Michigan.
- 20
-
Keane, M.P. and D.E. Runkle (1992) ``On the Estimation of
Panel Data Models with Serial Correlation when Instruments
are not Strictly Exogenous'' Journal of Business and
Economic Statistics 10 1-19.
Issues in Structural vs. Reduced-form Inference and Prediction
the Role of Experiments
John Rust
2001-01-09