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Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors

Sebastian Kripfganz, Claudia Schwarz

SSRN Electronic Journal · 2013 · 36 citations · 34 references

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References

34

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

Manuel Arellano, Stephen Bond · The Review of Economic Studies · 1991 · 32.8K citations

, , +16

Another look at the instrumental variable estimation of error-components models

Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.6K citations

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Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

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Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.6K citations

, , +13

On the Pooling of Time Series and Cross Section Data

Yair Mundlak · Econometrica · 1978 · 5.2K citations

, , +5