-
1
-
-
0001696502
-
Instrumental-Variable Estimation of an Error-Components Model
-
AMEMIYA, T. and MACURDY, T. E. (1986), “Instrumental-Variable Estimation of an Error-Components Model”, Econometrica, 54, 869-881.
-
(1986)
Econometrica
, vol.54
, pp. 869-881
-
-
Amemiya, T.1
Macurdy, T.E.2
-
2
-
-
84950894998
-
Estimation of Dynamic Models with Error Components
-
ANDERSON, T. W. and HSIAO, C. (1981), “Estimation of Dynamic Models with Error Components”, Journal of the American Statistical Association, 76, 598-606.
-
(1981)
Journal of the American Statistical Association
, vol.76
, pp. 598-606
-
-
Anderson, T.W.1
Hsiao, C.2
-
3
-
-
49049140143
-
Formulation and Estimation of Dynamic Models Using Panel Data
-
ANDERSON, T. W. and HSIAO, C. (1982), “Formulation and Estimation of Dynamic Models Using Panel Data”, Journal of Econometrics, 18, 47-82.
-
(1982)
Journal of Econometrics
, vol.18
, pp. 47-82
-
-
Anderson, T.W.1
Hsiao, C.2
-
4
-
-
38249005088
-
A Note on the Anderson-Hsiao Estimator for Panel Data
-
ARELLANO, M. (1989), “A Note on the Anderson-Hsiao Estimator for Panel Data”, Economics Letters, 31, 337-341.
-
(1989)
Economics Letters
, vol.31
, pp. 337-341
-
-
Arellano, M.1
-
5
-
-
0001005038
-
Testing for Autocorrelation in Dynamic Random Effects Models
-
ARELLANO, M. (1990), “Testing for Autocorrelation in Dynamic Random Effects Models”, Review of Economic Studies, 57, 127-134.
-
(1990)
Review of Economic Studies
, vol.57
, pp. 127-134
-
-
Arellano, M.1
-
6
-
-
0003697193
-
Dynamic Panel Data Estimation Using DPD—A Guide for Users
-
ARELLANO, M. and BOND, S. R. (1988a), “Dynamic Panel Data Estimation Using DPD—A Guide for Users” (Institute for Fiscal Studies, Working Paper 88/15, London).
-
(1988)
Institute for Fiscal Studies
-
-
Arellano, M.1
Bond, S.R.2
-
7
-
-
84912808758
-
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
-
ARELLANO, M. and BOND, S. R. (1988b), “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations” (Institute for Fiscal Studies, Working Paper 88/4, London).
-
(1988)
Institute for Fiscal Studies
-
-
Arellano, M.1
Bond, S.R.2
-
8
-
-
0001306709
-
Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
-
BHARGAVA, A. and SARGAN, J. D. (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
-
9
-
-
0001337803
-
Panel Data
-
Griliches, Z. and Intriligator, M. D. (eds
-
CHAMBERLAIN, G. (1984), “Panel Data”, in Griliches, Z. and Intriligator, M. D. (eds.), Handbook of Econometrics, Volume II. (Amsterdam: Elsevier Science Publishers.)
-
(1984)
Handbook of Econometrics
, vol.2
-
-
Chamberlain, G.1
-
11
-
-
0001777659
-
Errors in Variables in Panel Data
-
GRILICHES, Z. AND HAUSMAN, J. A. (1986), “Errors in Variables in Panel Data”, Journal of Econometrics, 31, 93-118.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 93-118
-
-
Griliches, Z.1
Hausman, J.A.2
-
12
-
-
0000414660
-
Large Sample Properties of Generalized Method of Moments Estimators
-
HANSEN, L. P. (1982), “Large Sample Properties of Generalized Method of Moments Estimators”, Econometrica, 50, 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
13
-
-
0000250716
-
Specification Tests in Econometrics
-
HAUSMAN, J. A. (1978), “Specification Tests in Econometrics”, Econometrica, 46, 1251-1272.
-
(1978)
Econometrica
, vol.46
, pp. 1251-1272
-
-
Hausman, J.A.1
-
14
-
-
0000740902
-
Panel Data and Unobservable Individual Effects
-
HAUSMAN, J. A. and TAYLOR, W. E. (1981), “Panel Data and Unobservable Individual Effects”, Econometrica, 49, 1377-1398.
-
(1981)
Econometrica
, vol.49
, pp. 1377-1398
-
-
Hausman, J.A.1
Taylor, W.E.2
-
15
-
-
0002816448
-
Estimating Vector Autoregressions with Panel Data
-
HOLTZ-EAKIN, D., NEWEY, W. and ROSEN, H. (1988), “Estimating Vector Autoregressions with Panel Data”, Econometrica, 56, 1371-1395.
-
(1988)
Econometrica
, vol.56
, pp. 1371-1395
-
-
Holtz-Eakin, D.1
Newey, W.2
Rosen, H.3
-
17
-
-
0000328235
-
Unemployment in Britain
-
LAYARD, R. and NICKELL, S. J. (1986), “Unemployment in Britain”, Economica, 53, Supplement, 5121-5169.
-
(1986)
Economica
, vol.53
, pp. 5121-5169
-
-
Layard, R.1
Nickell, S.J.2
-
18
-
-
0001754492
-
An Investigation of the Determinants of Manufacturing Employment in the United Kingdom
-
NICKELL, S. J. (1984), “An Investigation of the Determinants of Manufacturing Employment in the United Kingdom”, Review of Economic Studies, 51, 529-557.
-
(1984)
Review of Economic Studies
, vol.51
, pp. 529-557
-
-
Nickell, S.J.1
-
20
-
-
0001755034
-
The Estimation of Economic Relationships Using Instrumental Variables
-
SARGAN, J. D. (1958), “The Estimation of Economic Relationships Using Instrumental Variables”, Econometrica, 26, 393-415.
-
(1958)
Econometrica
, vol.26
, pp. 393-415
-
-
Sargan, J.D.1
-
21
-
-
0000906851
-
Some Tests of Dynamic Specification for a Single Equation
-
SARGAN, J. D. (1980), “Some Tests of Dynamic Specification for a Single Equation”, Econometrica, 48,879-897.
-
(1980)
Econometrica
, vol.48
, pp. 879-897
-
-
Sargan, J.D.1
-
22
-
-
0001168905
-
Testing for Misspecification after Estimating Using Instrumental Variables
-
Maasoumi, E. ed Contributions to Econometrics
-
SARGAN, J. D. (1988), “Testing for Misspecification after Estimating Using Instrumental Variables”, in Maasoumi, E. (ed.), Contributions to Econometrics: John Denis Sargan, Vol. 1 (Cambridge: Cambridge University Press).
-
(1988)
Cambridge University Press
, vol.1
-
-
Sargan, J.D.1
-
23
-
-
0000833539
-
Instrumental Variables Regression with Independent Observations
-
WHITE, H. (1982), “Instrumental Variables Regression with Independent Observations”, Econometrica, 50, 483-499.
-
(1982)
Econometrica
, vol.50
, pp. 483-499
-
-
White, H.1
|