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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