A note on autoregressive error components models

Formulation and estimation of dynamic models using panel data

T. W. Anderson, Chêng Hsiao · Journal of Econometrics · 1982 · 2.8K citations

Dynamic Economic Model, Economics, Business +5

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

Pietro Balestra, Marc Nerlove · Econometrica · 1966 · 1K citations

Dynamic Economic Model, Economics, Cross Section +13

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

G. S. Maddala · Econometrica · 1971 · 519 citations

Cross Section, Engineering, Time Series Data +20

Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections

Marc Nerlove · Econometrica · 1971 · 420 citations

Dynamic Economic Model, Economics, Cross Sections +9

Estimation of Dynamic Models with Error Components

T. W. Anderson, Chêng Hsiao · Journal of the American Statistical Association · 1981 · 303 citations