Residential consumption of gas and electricity in the U.S.: The role of prices and income

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

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Initial conditions and moment restrictions in dynamic panel data models

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

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Formulation and estimation of dynamic models using panel data

T. W. Anderson, Chêng Hsiao · Journal of Econometrics · 1982 · 2.9K citations

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An Illustration of a Pitfall in Estimating the Effects of Aggregate Variables on Micro Units

Brent R. Moulton · The Review of Economics and Statistics · 1990 · 2.7K citations

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Estimating dynamic panel data models: a guide for macroeconomists

Ruth Judson, Ann L. Owen · Economics Letters · 1999 · 2.1K citations

Social Sciences, Economics, Causal Inference +11