On bias, inconsistency, and efficiency of various estimators in dynamic panel data 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

Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.6K citations

Public Health, Business Economics, Economics +13

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

Estimation of Dynamic Models with Error Components

T. W. Anderson, Chêng Hsiao · Journal of the American Statistical Association · 1981 · 2.3K citations · Full text

Business, Biostatistics, Econometrics +15