Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

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

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

Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.6K citations

Social Sciences, Biostatistics, Economics +17

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18.4K citations

Social Sciences, Economics, Causal Inference +15

Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.6K citations

Public Health, Business Economics, Economics +13