Estimating dynamic panel data models: a guide for macroeconomists

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

Social Sciences, Economics, Causal Inference +16

Initial conditions and moment restrictions in dynamic panel data models

Richard Blundell, Stephen Bond · Journal of Econometrics · 1998 · 21.8K citations

Social Sciences, Economics, Causal Inference +15

Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.6K citations

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PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS

Peter Pedroni · Econometric Theory · 2004 · 6.5K citations

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Spurious regression and residual-based tests for cointegration in panel data

Chihwa Kao · Journal of Econometrics · 1999 · 5.7K citations

Social Sciences, Economics, Causal Inference +16