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

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

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

Estimating Vector Autoregressions with Panel Data

Douglas Holtz‐Eakin, Whitney K. Newey, Harvey S. Rosen · Econometrica · 1988 · 4.3K citations

Social Sciences, Economics, Econometrics +16

Formulation and estimation of dynamic models using panel data

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

Social Sciences, Economics, Causal Inference +13

Panel data and unobservable individual effects

JerryA. Hausman, WilliamE. Taylor · Journal of Econometrics · 1981 · 2.4K citations · Full text

Social Sciences, Economics, Econometrics +16