-
1
-
-
0346651130
-
Efficient estimation of models for dynamic panel data
-
Ahn SC, Schmidt P. 1995. Efficient estimation of models for dynamic panel data. Journal of Econometrics 68: 5-27.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 5-27
-
-
Ahn, S.C.1
Schmidt, P.2
-
2
-
-
49049140143
-
Formulation and estimation of dynamic models using panel data
-
Anderson TW, Hsiao C. 1982. Formulation and estimation of dynamic models using panel data. Journal of Econometrics 18: 67-82.
-
(1982)
Journal of Econometrics
, vol.18
, pp. 67-82
-
-
Anderson, T.W.1
Hsiao, C.2
-
3
-
-
84881844837
-
Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations
-
Arellano M, Bond SR. 1991. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies 58: 277-297.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 277-297
-
-
Arellano, M.1
Bond, S.R.2
-
4
-
-
58149364940
-
Another look at the instrumental variables estimation of error-component models
-
Arellano M, Bover O. 1995. Another look at the instrumental variables estimation of error-component models. Journal of Econometrics 68: 29-51.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 29-51
-
-
Arellano, M.1
Bover, O.2
-
5
-
-
0347354943
-
Binary choice panel data models with predetermined variables
-
Arellano M, Carrasco R. 2003. Binary choice panel data models with predetermined variables. Journal of Econometrics 115: 125-157.
-
(2003)
Journal of Econometrics
, vol.115
, pp. 125-157
-
-
Arellano, M.1
Carrasco, R.2
-
6
-
-
0001306709
-
Estimating dynamic random effects models from panel data covering short time periods
-
Bhargava A, Sargan JD. 1983. Estimating dynamic random effects models from panel data covering short time periods. Econometrica 51: 1635-1659.
-
(1983)
Econometrica
, vol.51
, pp. 1635-1659
-
-
Bhargava, A.1
Sargan, J.D.2
-
7
-
-
0001438979
-
Initial conditions and moment restrictions in dynamic panel data models
-
Blundell R, Bond S. 1998. Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics 87: 115-143.
-
(1998)
Journal of Econometrics
, vol.87
, pp. 115-143
-
-
Blundell, R.1
Bond, S.2
-
8
-
-
0141838735
-
Initial conditions and efficient estimation in dynamic panel data models
-
Blundell RW, Smith RJ. 1991. Initial conditions and efficient estimation in dynamic panel data models. Annales d'Economic et de Statistique 20/21: 109-123.
-
(1991)
Annales d'Economic et de Statistique
, vol.20-21
, pp. 109-123
-
-
Blundell, R.W.1
Smith, R.J.2
-
9
-
-
84862686880
-
Analysis of covariance with qualitative data
-
Chamberlain G. 1980. Analysis of covariance with qualitative data. Review of Economic Studies 47: 225-238.
-
(1980)
Review of Economic Studies
, vol.47
, pp. 225-238
-
-
Chamberlain, G.1
-
12
-
-
0348197212
-
Mixture of normals probit models
-
Hsaio C, Lahiri K, Lee L-F, Pesaran MH (eds). Cambridge University Press: Cambridge
-
Geweke J, Keane M. 1999. Mixture of normals probit models. In Analysis of Panels and Limited Dependent Variable Models, Hsaio C, Lahiri K, Lee L-F, Pesaran MH (eds). Cambridge University Press: Cambridge; 49-78.
-
(1999)
Analysis of Panels and Limited Dependent Variable Models
, pp. 49-78
-
-
Geweke, J.1
Keane, M.2
-
13
-
-
0001409334
-
How informative is the initial condition in the dynamic panel data model with fixed effects?
-
Hahn J. 1999. How informative is the initial condition in the dynamic panel data model with fixed effects? Journal of Econometrics 93: 309-326.
-
(1999)
Journal of Econometrics
, vol.93
, pp. 309-326
-
-
Hahn, J.1
-
14
-
-
84935670624
-
Econometric models for count data with an application to the patents-R&D relationship
-
Hausman JA, Hall BH, Griliches Z. 1984. Econometric models for count data with an application to the patents-R&D relationship. Econometrica 52: 909-938.
-
(1984)
Econometrica
, vol.52
, pp. 909-938
-
-
Hausman, J.A.1
Hall, B.H.2
Griliches, Z.3
-
15
-
-
0002275464
-
The incidental parameters problem and the problem of initial conditions in estimating a discrete time-discrete data stochastic process
-
Manski CF, McFadden D (eds). MIT Press: Cambridge, MA
-
Heckman JJ. 1981. The incidental parameters problem and the problem of initial conditions in estimating a discrete time-discrete data stochastic process. In Structural Analysis of Discrete Data with Econometric Applications, Manski CF, McFadden D (eds). MIT Press: Cambridge, MA; 179-195.
-
(1981)
Structural Analysis of Discrete Data with Econometric Applications
, pp. 179-195
-
-
Heckman, J.J.1
-
16
-
-
38249001565
-
Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
-
Honoré BE. 1993. Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables. Journal of Econometrics 59: 35-61.
-
(1993)
Journal of Econometrics
, vol.59
, pp. 35-61
-
-
Honoré, B.E.1
-
17
-
-
0001736663
-
Panel data discrete choice models with lagged dependent variables
-
Honoré BE, Kyriazidou E. 2000. Panel data discrete choice models with lagged dependent variables. Econometrica 68: 839-874.
-
(2000)
Econometrica
, vol.68
, pp. 839-874
-
-
Honoré, B.E.1
Kyriazidou, E.2
-
18
-
-
0003559593
-
-
Cambridge University Press: Cambridge
-
Hsiao C. 1986. Analysis of Panel Data. Cambridge University Press: Cambridge.
-
(1986)
Analysis of Panel Data
-
-
Hsiao, C.1
-
19
-
-
20744437271
-
Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men
-
Vella F, Verbeek M. 1998. Whose wages do unions raise? A dynamic model of unionism and wage rate determination for young men. Journal of Applied Econometrics 7: 413-421.
-
(1998)
Journal of Applied Econometrics
, vol.7
, pp. 413-421
-
-
Vella, F.1
Verbeek, M.2
-
20
-
-
0031520158
-
Multiplicative panel data models without the strict exogeneity assumption
-
Wooldridge JM. 1997. Multiplicative panel data models without the strict exogeneity assumption. Econometric Theory 13: 667-678.
-
(1997)
Econometric Theory
, vol.13
, pp. 667-678
-
-
Wooldridge, J.M.1
-
21
-
-
0034373650
-
A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
-
Wooldridge JM. 2000. A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables. Economics Letters 68: 245-250.
-
(2000)
Economics Letters
, vol.68
, pp. 245-250
-
-
Wooldridge, J.M.1
|