-
2
-
-
0005869025
-
Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable
-
Abrevaya, J. (1999). “Leapfrog Estimation of a Fixed-Effects Model with Unknown Transformation of the Dependent Variable,” Journal of Econometrics, 93, 203–228.
-
(1999)
Journal of Econometrics
, vol.93
, pp. 203-228
-
-
Abrevaya, J.1
-
3
-
-
0009935826
-
Rank estimation of a generalized fixed-effects regression model
-
Abrevaya, J. (2000). “Rank Estimation of a Generalized Fixed-Effects Regression Model,” Journal of Econometrics, 95, 1–24.
-
(2000)
Journal of Econometrics
, vol.95
, pp. 1-24
-
-
Abrevaya, J.1
-
4
-
-
43949167764
-
Semiparametric estimation of censored selection models with a nonparametric selection mechanism
-
Ahn, H., and J.L. Powell (1993). “Semiparametric Estimation of Censored Selection Models with a Nonparametric Selection Mechanism,” Journal of Econometrics, 58, 3–30.
-
(1993)
Journal of Econometrics
, vol.58
, pp. 3-30
-
-
Ahn, H.1
Powell, J.L.2
-
6
-
-
0346651130
-
Efficient estimation of models for dynamic panel data
-
Ahn, S.C., and P. Schmidt (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
-
7
-
-
0040480841
-
Optimal experimental design for error components models
-
Aigner, D.J., and P. Balestra (1988). “Optimal Experimental Design for Error Components Models,” Econometrica, 56, 955–972.
-
(1988)
Econometrica
, vol.56
, pp. 955-972
-
-
Aigner, D.J.1
Balestra, P.2
-
8
-
-
0000908943
-
Latent variable models in econometrics
-
edited by Z. Griliches and M. Intriligator, Amsterdam: North-Holland
-
Aigner, D.J., C. Hsiao, A. Kapteyn, and T. Wansbeek (1984). “Latent Variable Models in Econometrics,” in Handbook of Econometrics, vol. II, edited by Z. Griliches and M. Intriligator, pp. 1322–1393. Amsterdam: North-Holland.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1322-1393
-
-
Aigner, D.J.1
Hsiao, C.2
Kapteyn, A.3
Wansbeek, T.4
-
9
-
-
0000501656
-
Information theory and an extension of the maximum likelihood principle
-
edited by B.N. Petrov and F. Csaki, Budapest: Akademiai Kiado
-
Akaike, H. (1973). “Information Theory and an Extension of the Maximum Likelihood Principle,” in Proceedings of the 2nd International Symposium on Information Theory, edited by B.N. Petrov and F. Csaki, pp. 267–281. Budapest: Akademiai Kiado.
-
(1973)
Proceedings of the 2Nd International Symposium on Information Theory
, pp. 267-281
-
-
Akaike, H.1
-
10
-
-
85066546713
-
-
paper presented at the 9th International Conference on Panel Data, Geneva, Switzerland
-
Allison, P. (2000). “Inferring Causal Order from Panel Data,” paper presented at the 9th International Conference on Panel Data, Geneva, Switzerland.
-
(2000)
Inferring Causal Order from Panel Data
-
-
Allison, P.1
-
11
-
-
0008261269
-
The estimation of thevariance in avariance-component model
-
Amemiya, T. (1971). “The Estimation of theVariance in aVariance-Component Model,” International Economic Review, 12, 1–13.
-
(1971)
International Economic Review
, vol.12
, pp. 1-13
-
-
Amemiya, T.1
-
12
-
-
84931232971
-
Bivariate probit analysis: Minimum chi-square methods
-
Amemiya, T. (1974). “Bivariate Probit Analysis: Minimum Chi-Square Methods,” Journal of the American Statistical Association, 69, 940–944.
-
(1974)
Journal of the American Statistical Association
, vol.69
, pp. 940-944
-
-
Amemiya, T.1
-
13
-
-
0007713674
-
The maximum likelihood, the minimum chi-square and the nonlinear weighted least squares estimator in the general qualitative response model
-
Amemiya, T. (1976). “The Maximum Likelihood, the Minimum Chi-Square and the Nonlinear Weighted Least Squares Estimator in the General Qualitative Response Model,” Journal of the American Statistical Association, 71, 347–351.
-
(1976)
Journal of the American Statistical Association
, vol.71
, pp. 347-351
-
-
Amemiya, T.1
-
14
-
-
0000275905
-
The estimation of a simultaneous equation generalized probit model
-
Amemiya, T. 1978a. “The Estimation of a Simultaneous Equation Generalized Probit Model,” Econometrica, 46, 1193–1205.
-
(1978)
Econometrica
, vol.46
, pp. 1193-1205
-
-
Amemiya, T.1
-
15
-
-
0001107908
-
A note on a random coefficients model
-
Amemiya, T. 1978b. “A Note on a Random Coefficients Model,” International Economic Review, 19, 793–796.
-
(1978)
International Economic Review
, vol.19
, pp. 793-796
-
-
Amemiya, T.1
-
17
-
-
0040578707
-
The n-2-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
-
Amemiya, T. 1980b. “The n-2-Order Mean Squared Errors of the Maximum Likelihood and the Minimum Logit Chi-Square Estimator,” Annals of Statistics, 8, 488–505.
-
(1980)
Annals of Statistics
, vol.8
, pp. 488-505
-
-
Amemiya, T.1
-
18
-
-
0000368475
-
Qualitative response models: A survey
-
Amemiya, T. 1981. “Qualitative Response Models: A Survey,” Journal of Economic Literature, 19, 1483–1536.
-
(1981)
Journal of Economic Literature
, vol.19
, pp. 1483-1536
-
-
Amemiya, T.1
-
19
-
-
70350118405
-
Nonlinear regression models
-
edited by Z. Griliches and M. Intriligator, Amsterdam: North-Holland
-
Amemiya, T. 1983. “Nonlinear Regression Models,” in Handbook of Econometrics, vol. I, edited by Z. Griliches and M. Intriligator, pp. 333–89. Amsterdam: North-Holland.
-
(1983)
Handbook of Econometrics
, vol.1
, pp. 333-389
-
-
Amemiya, T.1
-
20
-
-
3142702323
-
Tobit models: A survey
-
Amemiya, T. 1984. “Tobit Models: A Survey,” Journal of Econometrics, 24, 3–62.
-
(1984)
Journal of Econometrics
, vol.24
, pp. 3-62
-
-
Amemiya, T.1
-
22
-
-
0040046320
-
A comparative study of alternative estimators in a distributed-lag model
-
Amemiya, T., and W.A. Fuller (1967). “A Comparative Study of Alternative Estimators in a Distributed-Lag Model,” Econometrica, 35, 509–529.
-
(1967)
Econometrica
, vol.35
, pp. 509-529
-
-
Amemiya, T.1
Fuller, W.A.2
-
23
-
-
0001696502
-
Instrumental variable estimation of an error components model
-
Amemiya, T., and T.E. MaCurdy (1986). “Instrumental Variable Estimation of an Error Components Model,” Econometrica, 54, 869–880.
-
(1986)
Econometrica
, vol.54
, pp. 869-880
-
-
Amemiya, T.1
Macurdy, T.E.2
-
24
-
-
0001758835
-
Asymptotic properties of conditional maximum likelihood estimators
-
Andersen, E.B. (1970). “Asymptotic Properties of Conditional Maximum Likelihood Estimators,” Journal of the Royal Statistical Society, Series B, 32, 283–301.
-
(1970)
Journal of the Royal Statistical Society, Series B
, vol.32
, pp. 283-301
-
-
Andersen, E.B.1
-
27
-
-
0001339113
-
On asymptotic distributions of estimates of parameters of stochastic difference equations
-
Anderson, T.W. 1959. “On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations,” Annals of Mathematical Statistics, 30, 676–687.
-
(1959)
Annals of Mathematical Statistics
, vol.30
, pp. 676-687
-
-
Anderson, T.W.1
-
28
-
-
0041390997
-
Statistical inference for covariance matrices with linear structure
-
edited by P.R. Krishnaiah, New York: Academic Press
-
Anderson, T.W. 1969. “Statistical Inference for Covariance Matrices with Linear Structure,” in Multivariate Analysis, vol. 2, edited by P.R. Krishnaiah, pp. 55–66. New York: Academic Press.
-
(1969)
Multivariate Analysis
, vol.2
, pp. 55-66
-
-
Anderson, T.W.1
-
29
-
-
0042894013
-
Estimation of covariance matrices which are linear combinations or whose inverses are linear combinations of given matrices
-
edited by R.C. Bose, Chapel Hill: University of North Carolina Press
-
Anderson, T.W. 1970. “Estimation of Covariance Matrices Which Are Linear Combinations or Whose Inverses Are Linear Combinations of Given Matrices,” in Essays in Probability and Statistics, edited by R.C. Bose, pp. 1–24. Chapel Hill: University of North Carolina Press.
-
(1970)
Essays in Probability and Statistics
, pp. 1-24
-
-
Anderson, T.W.1
-
33
-
-
49049140143
-
Formulation and estimation of dynamic models using panel data
-
Anderson, T.W., and C. Hsiao (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
-
36
-
-
0346942391
-
Nested random effects estimation in unbalanced panel data
-
Antweiler, W. (2001). “Nested Random Effects Estimation in Unbalanced Panel Data,” Journal of Econometrics, 101, 295–313.
-
(2001)
Journal of Econometrics
, vol.101
, pp. 295-313
-
-
Antweiler, W.1
-
37
-
-
84881844837
-
Some tests of specification for panel data: Monte carlo evidence and an application to employment equations
-
Arellano, M., and S. Bond (1991). “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,” Reviewof Economic Studies, 58, 277–297.
-
(1991)
Reviewof Economic Studies
, vol.58
, pp. 277-297
-
-
Arellano, M.1
Bond, S.2
-
38
-
-
58149364940
-
Another look at the instrumental variable estimation of error-components models
-
Arellano, M., and O. Bover (1995). “Another Look at the Instrumental Variable Estimation of Error-Components Models,” Journal of Econometrics, 68, 29–51.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 29-51
-
-
Arellano, M.1
Bover, O.2
-
39
-
-
33744775266
-
Autoregressive models with sample selectivity for panel data
-
edited by C. Hsiao, K. Lahiri, L.F. Lee and M.H. Pesaran, Cambridge: Cambridge University Press
-
Arellano, M., O. Bover, and J. Labeaga (1999). “Autoregressive Models with Sample Selectivity for Panel Data,” in Analysis of Panels and Limited Dependent Variable Models, edited by C. Hsiao, K. Lahiri, L.F. Lee and M.H. Pesaran, pp. 23–48. Cambridge: Cambridge University Press.
-
(1999)
Analysis of Panels and Limited Dependent Variable Models
, pp. 23-48
-
-
Arellano, M.1
Bover, O.2
Labeaga, J.3
-
40
-
-
85066553994
-
Binary choice panel data models with predetermined variables
-
(forthcoming)
-
Arellano, M., and R. Carrasco (2000). “Binary Choice Panel Data Models with Predetermined Variables,” Journal of Econometrics, (forthcoming).
-
(2000)
Journal of Econometrics
-
-
Arellano, M.1
Carrasco, R.2
-
41
-
-
0001311250
-
Panel models: Some recent development
-
edited by J. Heckman and E. Leamer, Amsterdam: North Holland (forthcoming)
-
Arellano, M., and B. Honoré (2001). “Panel Models: Some Recent Development,” in Handbook of Econometrics, vol. 5, edited by J. Heckman and E. Leamer, Amsterdam: North Holland (forthcoming).
-
(2001)
Handbook of Econometrics
, vol.5
-
-
Arellano, M.1
Honoré, B.2
-
42
-
-
0002343050
-
Estimating the effect of training programs on earnings
-
Ashenfelter, O. (1978). “Estimating the Effect of Training Programs on Earnings,” Review of Economics and Statistics, 60, 47–57.
-
(1978)
Review of Economics and Statistics
, vol.60
, pp. 47-57
-
-
Ashenfelter, O.1
-
44
-
-
70350317920
-
Longitudinal labor market data–sources, uses and limitations
-
Proceedings of a June 17, 1982, conference sponsored by the National Council on Employment Policy, W.E. Upjohn Institute for Employment Research
-
Ashenfelter, O., and G. Solon (1982). “Longitudinal Labor Market Data–Sources, Uses and Limitations,” in What's Happening to American Labor Force and Productivity Measurements? pp. 109–126. Proceedings of a June 17, 1982, conference sponsored by the National Council on Employment Policy, W.E. Upjohn Institute for Employment Research.
-
(1982)
What's Happening to American Labor Force and Productivity Measurements?
, pp. 109-126
-
-
Ashenfelter, O.1
Solon, G.2
-
45
-
-
0039994103
-
Error components and seemingly unrelated regressions
-
Avery, R.B. (1977). “Error Components and Seemingly Unrelated Regressions,” Econometrica, 45, 199–209.
-
(1977)
Econometrica
, vol.45
, pp. 199-209
-
-
Avery, R.B.1
-
46
-
-
0742319439
-
Prediction from the regression model with one- way error components
-
edited by C. Hsiao, K. Lahiri, L.F. Lee, and M.H. Pesaran, Cambridge: Cambridge University Press
-
Baille, R.T., and B.H. Baltagi (1999). “Prediction from the Regression Model with One- Way Error Components,” in Analysis of Panels and Limited Dependent Variable Models, edited by C. Hsiao, K. Lahiri, L.F. Lee, and M.H. Pesaran, pp. 255–267. Cambridge: Cambridge University Press.
-
(1999)
Analysis of Panels and Limited Dependent Variable Models
, pp. 255-267
-
-
Baille, R.T.1
Baltagi, B.H.2
-
47
-
-
0001640839
-
Pooling cross-section and time series data in the estimation of a dynamic model: The demand for natural gas
-
Balestra, P., and M. Nerlove (1966). “Pooling Cross-Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas,” Econometrica, 34, 585–612.
-
(1966)
Econometrica
, vol.34
, pp. 585-612
-
-
Balestra, P.1
Nerlove, M.2
-
48
-
-
0019184490
-
On seemingly unrelated regressions with error components
-
Baltagi, B.H. (1980). “On Seemingly Unrelated Regressions with Error Components,” Econometrica, 48, 1547–1551.
-
(1980)
Econometrica
, vol.48
, pp. 1547-1551
-
-
Baltagi, B.H.1
-
49
-
-
0008498708
-
Simultaneous equations with error components
-
Baltagi, B.H. (1981a). “Simultaneous Equations with Error Components,” Journal of Econometrics, 17, 189–200.
-
(1981)
Journal of Econometrics
, vol.17
, pp. 189-200
-
-
Baltagi, B.H.1
-
50
-
-
0141532835
-
Pooling: An experimental study of alternative testing and estimation procedures in a two-way error components model.”
-
Baltagi, B.H. (1981b). “Pooling: An Experimental Study of Alternative Testing and Estimation Procedures in a Two-Way Error Components Model.” Journal of Econometrics, 17, 21–49.
-
(1981)
Journal of Econometrics
, vol.17
, pp. 21-49
-
-
Baltagi, B.H.1
-
52
-
-
48749148361
-
Gasoline demand in the oecd: An application of pooling and testing procedures
-
Baltagi, B.H., and J.M. Griffin (1983). “Gasoline Demand in the OECD: An Application of Pooling and Testing Procedures,” European Economic Review, 22, 117–137.
-
(1983)
European Economic Review
, vol.22
, pp. 117-137
-
-
Baltagi, B.H.1
Griffin, J.M.2
-
53
-
-
0000300231
-
A transformation that will circumvent the problem of autocorrelation in an error component model
-
Baltagi, B.H., and Q. Li (1991). “A Transformation That Will Circumvent the Problem of Autocorrelation in an Error Component Model,” Journal of Econometrics, 48, 385–393.
-
(1991)
Journal of Econometrics
, vol.48
, pp. 385-393
-
-
Baltagi, B.H.1
Li, Q.2
-
54
-
-
38249012324
-
A monotonic property for iterative gls in the two-way random effects model
-
Baltagi, B.H., and Q. Li (1992). “A Monotonic Property for Iterative GLS in the Two-Way Random Effects Model,” Journal of Econometrics, 53, 45–51.
-
(1992)
Journal of Econometrics
, vol.53
, pp. 45-51
-
-
Baltagi, B.H.1
Li, Q.2
-
55
-
-
0042047045
-
The unbalanced nested error component regression model
-
Baltagi, B.H., S. Song, and B. Jung (2001). “The Unbalanced Nested Error Component Regression Model,” Journal of Econometrics, 101, 357–381.
-
(2001)
Journal of Econometrics
, vol.101
, pp. 357-381
-
-
Baltagi, B.H.1
Song, S.2
Jung, B.3
-
56
-
-
0000003785
-
Panel data unit roots and cointegration: An overview
-
Banerjee, A. (1999). “Panel Data Unit Roots and Cointegration: An Overview,” Oxford Bulletin of Economics and Statistics, 61, 607–630.
-
(1999)
Oxford Bulletin of Economics and Statistics
, vol.61
, pp. 607-630
-
-
Banerjee, A.1
-
58
-
-
49249141101
-
A temporal cross-section approach to the price equation
-
Barth, J., A. Kraft, and J. Kraft (1979). “A Temporal Cross-Section Approach to the Price Equation,” Journal of Econometrics, 11, 335–351.
-
(1979)
Journal of Econometrics
, vol.11
, pp. 335-351
-
-
Barth, J.1
Kraft, A.2
Kraft, J.3
-
59
-
-
0009203827
-
Contributions to the theory of accident proneness. Ii: True of false contagion
-
Bates, G., and J. Neyman (1951). “Contributions to the Theory of Accident Proneness. II: True of False Contagion,” University of California Publications in Statistics, 215–253.
-
(1951)
University of California Publications in Statistics
, pp. 215-253
-
-
Bates, G.1
Neyman, J.2
-
60
-
-
0003215128
-
The panel study of income dynamics after fourteen years: An evaluation
-
Becketti, S., W. Gould, L. Lillard, and F. Welch (1988). “The Panel Study of Income Dynamics after Fourteen Years: An Evaluation,” Journal of Labor Economics, 6, 472–492.
-
(1988)
Journal of Labor Economics
, vol.6
, pp. 472-492
-
-
Becketti, S.1
Gould, W.2
Lillard, L.3
Welch, F.4
-
61
-
-
0005618449
-
Multivariate analysis of sales response of competing brands to advertising
-
Beckwith, N. (1972). “Multivariate Analysis of Sales Response of Competing Brands to Advertising,” Journal of Marketing Research, 9, 168–176.
-
(1972)
Journal of Marketing Research
, vol.9
, pp. 168-176
-
-
Beckwith, N.1
-
62
-
-
0001525195
-
Labor force participation rates and the supply of labor
-
Ben-Porath, Y. (1973). “Labor Force Participation Rates and the Supply of Labor,” Journal of Political Economy, 81, 697–704.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 697-704
-
-
Ben-Porath, Y.1
-
64
-
-
84947383547
-
Maximum likelihood and minimum ?2 estimates of the logistic function
-
Berkson, J. 1955. “Maximum Likelihood and Minimum ?2 Estimates of the Logistic Function,” Journal of the American Statistical Association, 50, 130–162.
-
(1955)
Journal of the American Statistical Association
, vol.50
, pp. 130-162
-
-
Berkson, J.1
-
65
-
-
0042914194
-
Tables for use in estimating the normal distribution function by normit analysis
-
Berkson, J. 1957. “Tables for Use in Estimating the Normal Distribution Function by Normit Analysis,” Biometrika, 44, 411–435.
-
(1957)
Biometrika
, vol.44
, pp. 411-435
-
-
Berkson, J.1
-
66
-
-
0000283881
-
Minimum chi-square, not maximum likelihood!”
-
Berkson, J. 1980. “Minimum Chi-Square, Not Maximum Likelihood!” Annals of Statistics, 8, 457–487.
-
(1980)
Annals of Statistics
, vol.8
, pp. 457-487
-
-
Berkson, J.1
-
67
-
-
0030438156
-
Productivity across industries and countries: Time series theory and evidence
-
Bernard, A., and C. Jones (1996). “Productivity Across Industries and Countries: Time Series Theory and Evidence,” Review of Economics and Statistics, 78, 135–146.
-
(1996)
Review of Economics and Statistics
, vol.78
, pp. 135-146
-
-
Bernard, A.1
Jones, C.2
-
68
-
-
0001306709
-
Estimating dynamic random effects models from panel data covering short time periods
-
Bhargava, A., and J.D. Sargan (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
-
70
-
-
3342927551
-
Estimating economic relations from incomplete cross-section/time series data
-
Biørn, E. (1981). “Estimating Economic Relations from Incomplete Cross-Section/Time Series Data,” Journal of Econometrics, 16, 221–236.
-
(1981)
Journal of Econometrics
, vol.16
, pp. 221-236
-
-
Biørn, E.1
-
71
-
-
33749502131
-
Econometrics of panel data with measurement errors
-
edited by L. Mátyás and P. Sevestre, Kluwer
-
Biørn, E. (1992). “Econometrics of Panel Data with Measurement Errors,” in Econometrics of Panel Data: Theory and Applications, edited by L. Mátyás and P. Sevestre, pp. 152–195. Kluwer.
-
(1992)
Econometrics of Panel Data: Theory and Applications
, pp. 152-195
-
-
Biørn, E.1
-
73
-
-
84925176146
-
Software review
-
edited by L. Matyas and P. Sevestre, Dordrecht: Kluwer Academic
-
Blanchard, P. (1996). “Software Review,” in The Econometrics of Panel Data, 2nd edition, edited by L. Matyas and P. Sevestre, pp. 879–913. Dordrecht: Kluwer Academic.
-
(1996)
The Econometrics of Panel Data, 2Nd Edition
, pp. 879-913
-
-
Blanchard, P.1
-
74
-
-
0001438979
-
Initial conditions and moment restrictions in dynamic panel data models
-
Blundell, R., and S. Bond (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
-
75
-
-
84963014984
-
Consumer demand and the life cycle allocation of household expenditure
-
Blundell, R., M. Browning, and C. Meghir (1994). “Consumer Demand and the Life Cycle Allocation of Household Expenditure,” Review of Economic Studies, 61, 57–80.
-
(1994)
Review of Economic Studies
, vol.61
, pp. 57-80
-
-
Blundell, R.1
Browning, M.2
Meghir, C.3
-
76
-
-
0141838735
-
Conditions initiales et estimation efficace dans les mod`eles dynamiques sur données de panel
-
Blundell, R., and R.J. Smith (1991). “Conditions Initiales et Estimation Efficace dans les Mod`eles Dynamiques sur Données de Panel,” Annals d’Economies et de Statistique, 20–21, 109–124.
-
(1991)
Annals D’Economies Et De Statistique
, vol.20
, pp. 109-124
-
-
Blundell, R.1
Smith, R.J.2
-
77
-
-
84962999023
-
Dynamic investment models and the firm's financial policy
-
Bond, S., and C. Meghir (1994). “Dynamic Investment Models and the Firm's Financial Policy,” Review of Economic Studies, 61, 197–222.
-
(1994)
Review of Economic Studies
, vol.61
, pp. 197-222
-
-
Bond, S.1
Meghir, C.2
-
83
-
-
84948496609
-
Testing for unit roots in panel data: Are wages on different bargaining levels cointegrated
-
Breitung, J., and W. Mayer (1994). “Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated,” Applied Economics, 26, 353–361.
-
(1994)
Applied Economics
, vol.26
, pp. 353-361
-
-
Breitung, J.1
Mayer, W.2
-
84
-
-
38249034042
-
Maximum likelihood estimation of random effects models
-
Breusch, T.S. (1987). “Maximum Likelihood Estimation of Random Effects Models,” Journal of Econometrics, 36, 383–389.
-
(1987)
Journal of Econometrics
, vol.36
, pp. 383-389
-
-
Breusch, T.S.1
-
85
-
-
0001147153
-
Efficient estimation using panel data
-
Breusch, T.S., G.E. Mizon, and P. Schmidt (1989). “Efficient Estimation Using Panel Data,” Econometrica, 51, 695–700.
-
(1989)
Econometrica
, vol.51
, pp. 695-700
-
-
Breusch, T.S.1
Mizon, G.E.2
Schmidt, P.3
-
86
-
-
84958839520
-
A simple test for heteroscedasticity and random coefficient variation
-
Breusch, T.S., and A.R. Pagan (1979). “A Simple Test for Heteroscedasticity and Random Coefficient Variation,” Econometrica, 47, 1287–1294.
-
(1979)
Econometrica
, vol.47
, pp. 1287-1294
-
-
Breusch, T.S.1
Pagan, A.R.2
-
87
-
-
0000538422
-
A computationally efficient quadrature procedure for the one factor multinominal probit model
-
Butler, J.S., and R. Moffitt (1982). “A Computationally Efficient Quadrature Procedure for the One Factor Multinominal Probit Model,” Econometrica, 50, 761–764.
-
(1982)
Econometrica
, vol.50
, pp. 761-764
-
-
Butler, J.S.1
Moffitt, R.2
-
90
-
-
0000049455
-
Spatial patterns in household demand
-
Case, A.C. (1991). “Spatial Patterns in Household Demand,” Econometrica, 59, 953–965.
-
(1991)
Econometrica
, vol.59
, pp. 953-965
-
-
Case, A.C.1
-
92
-
-
12444280365
-
Education, income, and ability revisited
-
edited by D.J. Aigner and A.S. Goldberger, Amsterdam: North-Holland
-
Chamberlain, G. 1977a. “Education, Income, and Ability Revisited,” in Latent Variables in Socio- Economic Models, edited by D.J. Aigner and A.S. Goldberger, pp. 143–161. Amsterdam: North-Holland.
-
(1977)
Latent Variables in Socio- Economic Models
, pp. 143-161
-
-
Chamberlain, G.1
-
93
-
-
70350096429
-
An instrumental variable interpretation of identification in variance- components and mimic models
-
edited by P. Taubman, Amsterdam: North-Holland
-
Chamberlain, G. 1977b. “An Instrumental Variable Interpretation of Identification in Variance- Components and MIMIC Models,” in Kinometrics: Determinents of Social–Economic Success Within and Between Families, edited by P. Taubman, pp. 235–254. Amsterdam: North-Holland.
-
(1977)
Kinometrics: Determinents of Social–Economic Success within and between Families
, pp. 235-254
-
-
Chamberlain, G.1
-
94
-
-
0039080617
-
Omitted variable bias in panel data: Estimating the returns to schooling
-
Chamberlain, G. 1978a. “Omitted Variable Bias in Panel Data: Estimating the Returns to Schooling,” Annales de l’INSEE 30-1, 49–82.
-
(1978)
Annales De L’Insee
, vol.30
, Issue.1
, pp. 49-82
-
-
Chamberlain, G.1
-
95
-
-
85066561650
-
-
paper presented at the Social Science Research Council Conference on Life-Cycle Aspects of Employment and the Labor Market, Mt. Kisco, N.Y
-
Chamberlain, G. 1978b. “On the Use of Panel Data,” paper presented at the Social Science Research Council Conference on Life-Cycle Aspects of Employment and the Labor Market, Mt. Kisco, N.Y.
-
(1978)
On the Use of Panel Data
-
-
Chamberlain, G.1
-
96
-
-
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
-
97
-
-
0002143176
-
Multivariate regression models for panel data
-
Chamberlain, G. 1982. “Multivariate Regression Models for Panel Data,” Journal of Econometrics, 18, 5–46.
-
(1982)
Journal of Econometrics
, vol.18
, pp. 5-46
-
-
Chamberlain, G.1
-
98
-
-
70350118398
-
Panel data
-
edited by Z. Griliches and M. Intriligator, Amsterdam: North-Holland
-
Chamberlain, G. 1984. “Panel Data,” in Handbook of Econometrics, vol. II, edited by Z. Griliches and M. Intriligator, pp. 1247–1318. Amsterdam: North-Holland.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1247-1318
-
-
Chamberlain, G.1
-
99
-
-
0000198789
-
Efficiency bounds for semiparametric regression
-
Chamberlain, G. 1992. “Efficiency Bounds for Semiparametric Regression,” Econometrica, 60, 567–596.
-
(1992)
Econometrica
, vol.60
, pp. 567-596
-
-
Chamberlain, G.1
-
101
-
-
0000236670
-
Unobservables with a variance-components structure: Ability, schooling and the economic success of brothers
-
Chamberlain, G., and Z. Griliches (1975). “Unobservables with a Variance-Components Structure: Ability, Schooling and the Economic Success of Brothers,” International Economic Review, 16, 422–450.
-
(1975)
International Economic Review
, vol.16
, pp. 422-450
-
-
Chamberlain, G.1
Griliches, Z.2
-
102
-
-
0005545215
-
Estimation of a censored regression panel data model using conditional moment restrictions efficiently
-
Charlier, E., B. Melenberg, and A. van Soest (2000). “Estimation of a Censored Regression Panel Data Model Using Conditional Moment Restrictions Efficiently,” Journal of Econometrics, 95, 25–56.
-
(2000)
Journal of Econometrics
, vol.95
, pp. 25-56
-
-
Charlier, E.1
Melenberg, B.2
Van Soest, A.3
-
103
-
-
0012220327
-
An analysis of housing expenditure using semiparametric models and panel data
-
Charlier, E., B. Melenberg, and A. van Soest (2001). “An Analysis of Housing Expenditure Using Semiparametric Models and Panel Data,” Journal of Econometrics, 101, 71–108.
-
(2001)
Journal of Econometrics
, vol.101
, pp. 71-108
-
-
Charlier, E.1
Melenberg, B.2
Van Soest, A.3
-
104
-
-
0012855583
-
Distribution-free estimation of the random coefficient dummy endogenous variable model
-
Chen, S. (1999). “Distribution-Free Estimation of the Random Coefficient Dummy Endogenous Variable Model,” Journal of Econometrics, 91, 171–199.
-
(1999)
Journal of Econometrics
, vol.91
, pp. 171-199
-
-
Chen, S.1
-
105
-
-
0346819943
-
Efficient estimation of binary choice models under symmetry
-
Chen, S. (2000). “Efficient Estimation of Binary Choice Models under Symmetry,” Journal of Econometrics, 96, 183–199.
-
(2000)
Journal of Econometrics
, vol.96
, pp. 183-199
-
-
Chen, S.1
-
106
-
-
0002094662
-
The information matrix test: Simplified calculation via a score test interpretation
-
Chesher, A.D. (1983). “The Information Matrix Test: Simplified Calculation via a Score Test Interpretation,” Economics Letters, 13, 45–48.
-
(1983)
Economics Letters
, vol.13
, pp. 45-48
-
-
Chesher, A.D.1
-
107
-
-
0021565205
-
Testing for neglected heterogenity
-
Chesher, A.D. (1984). “Testing for Neglected Heterogenity,” Econometrica, 52, 865–872.
-
(1984)
Econometrica
, vol.52
, pp. 865-872
-
-
Chesher, A.D.1
-
108
-
-
0001382786
-
The estimation of models of labor market behavior
-
Chesher, A.D., and T. Lancaster (1983). “The Estimation of Models of Labor Market Behavior,” Review of Economic Studies, 50, 609–624.
-
(1983)
Review of Economic Studies
, vol.50
, pp. 609-624
-
-
Chesher, A.D.1
Lancaster, T.2
-
109
-
-
0037702713
-
Pooling of time series and cross-section data
-
Chetty, V.K. (1968). “Pooling of Time Series and Cross-Section Data,” Econometrica, 36, 279–290.
-
(1968)
Econometrica
, vol.36
, pp. 279-290
-
-
Chetty, V.K.1
-
110
-
-
0010703967
-
On regular best asymptotically normal estimates
-
Chiang, C.L. (1956). “On Regular Best Asymptotically Normal Estimates,” Annals of Mathematical Statistics, 27, 336–351.
-
(1956)
Annals of Mathematical Statistics
, vol.27
, pp. 336-351
-
-
Chiang, C.L.1
-
111
-
-
0347768036
-
Panel data analysis of household brand choices
-
Chintagunta, P., E. Kyriazidou, and J. Perktold (2001). “Panel Data Analysis of Household Brand Choices,” Journal of Econometrics, 103, 111–153.
-
(2001)
Journal of Econometrics
, vol.103
, pp. 111-153
-
-
Chintagunta, P.1
Kyriazidou, E.2
Perktold, J.3
-
112
-
-
0346724439
-
Instrumental variable estimation of a nearly nonstationary, heterogeneous error components model
-
Choi, In, (2002) “Instrumental Variable Estimation of a Nearly Nonstationary, Heterogeneous Error Components Model,” Journal of Econometrics, 109, 1–32.
-
(2002)
Journal of Econometrics
, vol.109
, pp. 1-32
-
-
Choi, I.1
-
113
-
-
0004183163
-
-
New York: McGraw-Hill
-
Chow, G.C. (1983). Econometrics. New York: McGraw-Hill.
-
(1983)
Econometrics
-
-
Chow, G.C.1
-
115
-
-
0002362778
-
Estimating dynamic models from time series of independent cross-sections
-
Collado, M.D. (1997). “Estimating Dynamic Models from Time Series of Independent Cross-Sections,” Journal of Econometrics, 82, 37–62.
-
(1997)
Journal of Econometrics
, vol.82
, pp. 37-62
-
-
Collado, M.D.1
-
116
-
-
0001912322
-
Gmm estimation with cross-sectional dependence
-
Conley, T.G. (1999). “GMM Estimation with Cross-sectional Dependence,” Journal of Econometrics, 92, 1–45.
-
(1999)
Journal of Econometrics
, vol.92
, pp. 1-45
-
-
Conley, T.G.1
-
117
-
-
0000061670
-
Estimation in the presence of stochastic parameter variation
-
Cooley, T.F., and E.C. Prescott (1976). “Estimation in the Presence of Stochastic Parameter Variation,” Econometrica, 44, 167–84.
-
(1976)
Econometrica
, vol.44
, pp. 167-184
-
-
Cooley, T.F.1
Prescott, E.C.2
-
120
-
-
0000793491
-
Further results on tests of separate families of hypotheses
-
Cox, D.R. (1962). “Further Results on Tests of Separate Families of Hypotheses,” Journal of the Royal Statistical Society, Series B, 24, 406–424.
-
(1962)
Journal of the Royal Statistical Society, Series B
, vol.24
, pp. 406-424
-
-
Cox, D.R.1
-
123
-
-
84925891523
-
An analysis of the duration of male unemployment in great britain, 1932–1973
-
Cripps, T., and R. Tarling (1974). “An Analysis of the Duration of Male Unemployment in Great Britain, 1932–1973,” Economic Journal, 84, 289–316.
-
(1974)
Economic Journal
, vol.84
, pp. 289-316
-
-
Cripps, T.1
Tarling, R.2
-
125
-
-
46549093197
-
Panel data from time series of cross-sections
-
Deaton, A. (1985). “Panel Data from Time Series of Cross-Sections,” Journal of Econometrics, 30, 109–126.
-
(1985)
Journal of Econometrics
, vol.30
, pp. 109-126
-
-
Deaton, A.1
-
126
-
-
0001918661
-
Foresight: Its logical laws, its subjective sources
-
edited by H.E. Kyburg, Jr., and H.E. Smokler, New York: Wiley
-
DeFinetti, B. (1964). “Foresight: Its Logical Laws, Its Subjective Sources,” in Studies in Subjective Probability, edited by H.E. Kyburg, Jr., and H.E. Smokler, pp. 93–158. New York: Wiley.
-
(1964)
Studies in Subjective Probability
, pp. 93-158
-
-
Definetti, B.1
-
128
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A., and W.A. Fuller (1979). “Distribution of the Estimators for Autoregressive Time Series with a Unit Root,” Journal of the American Statistical Association, 74, 427–431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
129
-
-
0000472488
-
Likelihood ratio statistics for autoregressive time series with a unit root
-
Dickey, D.A., and W.A. Fuller (1981). “Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root,” Econometrica, 49, 1057–1072.
-
(1981)
Econometrica
, vol.49
, pp. 1057-1072
-
-
Dickey, D.A.1
Fuller, W.A.2
-
130
-
-
84974159415
-
Price effects of stock repurchasing: A random coefficient regression approach
-
Dielman, T., T. Nantell, and R. Wright (1980). “Price Effects of Stock Repurchasing: A Random Coefficient Regression Approach,” Journal of Financial and Quantitative Analysis, 15, 175–189.
-
(1980)
Journal of Financial and Quantitative Analysis
, vol.15
, pp. 175-189
-
-
Dielman, T.1
Nantell, T.2
Wright, R.3
-
131
-
-
0004979223
-
Formulation and statistical analysis of the mixed continuous/discrete dependent variable model in classical production theory
-
Duncan, G.M. (1980). “Formulation and Statistical Analysis of the Mixed Continuous/Discrete Dependent Variable Model in Classical Production Theory,” Econometrica, 48, 839–852.
-
(1980)
Econometrica
, vol.48
, pp. 839-852
-
-
Duncan, G.M.1
-
132
-
-
0002189083
-
A note on regression when there is extraneous information about one of the coefficients
-
Durbin, J. (1953). “A Note on Regression When There Is Extraneous Information about One of the Coefficients,” Journal of the American Statistical Association, 48, 799–808.
-
(1953)
Journal of the American Statistical Association
, vol.48
, pp. 799-808
-
-
Durbin, J.1
-
133
-
-
0000585353
-
Estimation of parameters in time-series regression models
-
Durbin, J. (1960). “Estimation of Parameters in Time-Series Regression Models,” Journal of the Royal Statistical Society, Series B, 22, 139–153.
-
(1960)
Journal of the Royal Statistical Society, Series B
, vol.22
, pp. 139-153
-
-
Durbin, J.1
-
134
-
-
0001878437
-
Manifesto for growth econometrics
-
(forthcoming)
-
Durlauf, S.N. (2001). “Manifesto for Growth Econometrics,” Journal of Econometrics (forthcoming).
-
(2001)
Journal of Econometrics
-
-
Durlauf, S.N.1
-
135
-
-
84983861110
-
Multiple regimes and cross-country growth behavior
-
Durlauf, S.N., and P. Johnson (1995). “Multiple Regimes and Cross-Country Growth Behavior,” Journal of Applied Econometrics, 10, 365–384.
-
(1995)
Journal of Applied Econometrics
, vol.10
, pp. 365-384
-
-
Durlauf, S.N.1
Johnson, P.2
-
136
-
-
0000121032
-
The new empirics of economic growth
-
edited by J.Taylor andM.Woodford. Amsterdam: North- Holland
-
Durlauf, S., and D. Quah (1999). “The New Empirics of Economic Growth,” in Handbook of Macroeconomics, edited by J.Taylor andM.Woodford. Amsterdam: North- Holland.
-
(1999)
Handbook of Macroeconomics
-
-
Durlauf, S.1
Quah, D.2
-
137
-
-
0000540433
-
Asymptotic normality and consistency of the least squares estimators for families of linear regression
-
Eicker, F. (1963). “Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regression,” Annals of Mathematical Statistics, 34, 447–456.
-
(1963)
Annals of Mathematical Statistics
, vol.34
, pp. 447-456
-
-
Eicker, F.1
-
138
-
-
0000013567
-
Cointegration and error correction: Representation, estimation, and testing
-
Engle, R.F., and C.W.J. Granger (1987). “Cointegration and Error Correction: Representation, Estimation, and Testing,” Econometica, 55, 251–276.
-
(1987)
Econometica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
139
-
-
0003677373
-
-
Eurostat, Office for Official Publications of the European Communities, Luxembourg
-
Eurostat (1996). European Community Household Panel (ECHP). Office for Official Publications of the European Communities, Luxembourg.
-
(1996)
European Community Household Panel (ECHP)
-
-
-
140
-
-
0000319456
-
Financing constraints and corporate investment
-
Fazzari, S.M., R.G. Hubbard, and B.C. Petersen (1988). “Financing Constraints and Corporate Investment,” Brookings Papers on Economic Activity, 1, 141–195.
-
(1988)
Brookings Papers on Economic Activity
, vol.1
, pp. 141-195
-
-
Fazzari, S.M.1
Hubbard, R.G.2
Petersen, B.C.3
-
141
-
-
0001669894
-
A method of generating best asymptotically normal estimates with application to the estimation of bacterial densities
-
Ferguson, T.S. (1958). “A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities,” Annals of Mathematical Statistics, 29, 1046–162.
-
(1958)
Annals of Mathematical Statistics
, vol.29
, pp. 1046-1162
-
-
Ferguson, T.S.1
-
143
-
-
33749299563
-
New methods for analyzing structural models of labour force dynamics
-
Flinn, C., and J. Heckman (1982). “New Methods for Analyzing Structural Models of Labour Force Dynamics,” Journal of Econometrics, 8, 115–168.
-
(1982)
Journal of Econometrics
, vol.8
, pp. 115-168
-
-
Flinn, C.1
Heckman, J.2
-
144
-
-
16244397693
-
Duration models
-
edited by L. Matyas and P. Sevestre, Dordrecht: Kluwer Academic
-
Florens, J.P., D. Fougére, and M. Mouchart (1996). “Duration Models,” in The Econometrics of Panel Data, 2nd edition, edited by L. Matyas and P. Sevestre, pp. 491–536. Dordrecht: Kluwer Academic.
-
(1996)
The Econometrics of Panel Data, 2Nd Edition
, pp. 491-536
-
-
Florens, J.P.1
Fougére, D.2
Mouchart, M.3
-
145
-
-
84925176143
-
Individual labour market transitions
-
2nd edition, edited by L. Matyas and P. Sevestre, Dordrecht: Kluwer Academic
-
Fougére, D., and T. Kamionka (1996). “Individual Labour Market Transitions,” in The Econometrics of Panel Data: A Handbook of the Theory with Applications, 2nd edition, edited by L. Matyas and P. Sevestre, pp. 771–809. Dordrecht: Kluwer Academic.
-
(1996)
The Econometrics of Panel Data: A Handbook of the Theory with Applications
, pp. 771-809
-
-
Fougére, D.1
Kamionka, T.2
-
146
-
-
0030462091
-
Apanel project on purchasing power parity: Mean revesion between andwithin countries
-
Frankel, J.A., and A.K. Rose (1996). “APanel Project on Purchasing Power Parity: Mean Revesion Between andWithin Countries,” Journal of International Economics, 40, 209–244.
-
(1996)
Journal of International Economics
, vol.40
, pp. 209-244
-
-
Frankel, J.A.1
Rose, A.K.2
-
149
-
-
1342287350
-
Is there a stable money demand function under the low interest rate policy?–a panel data analysis
-
(forthcoming)
-
Fujiki, H., C. Hsiao, and Y. Shen (2002). “Is There a Stable Money Demand Function Under the Low Interest Rate Policy?–A Panel Data Analysis,” Monetary and Economic Studies, Bank of Japan (forthcoming).
-
(2002)
Monetary and Economic Studies, Bank of Japan
-
-
Fujiki, H.1
Hsiao, C.2
Shen, Y.3
-
150
-
-
0002336255
-
Estimation of linear models with cross-error structure
-
Fuller, W.A., and G.E. Battese (1974). “Estimation of Linear Models with Cross-Error Structure,” Journal of Econometrics, 2, 67–78.
-
(1974)
Journal of Econometrics
, vol.2
, pp. 67-78
-
-
Fuller, W.A.1
Battese, G.E.2
-
152
-
-
0001446125
-
A quasi-differencing approach to dynamic modelling from a time series independent cross-sections
-
Girma, S. (2000). “A Quasi-differencing Approach to Dynamic Modelling from a Time Series Independent Cross-Sections,” Journal of Econometrics, 98, 365–383.
-
(2000)
Journal of Econometrics
, vol.98
, pp. 365-383
-
-
Girma, S.1
-
154
-
-
0003054754
-
Maximum likelihood estimation of regressions containing unobservable independent variables
-
Goldberger, A.S. (1972). “Maximum Likelihood Estimation of Regressions Containing Unobservable Independent Variables,” International Economic Review, 13, 1–15.
-
(1972)
International Economic Review
, vol.13
, pp. 1-15
-
-
Goldberger, A.S.1
-
156
-
-
0018478511
-
Linear system identification from nonstationary cross-sectional data
-
AC-24
-
Goodrich, R.L., and P.E. Caines (1979). “Linear System Identification from Nonstationary Cross-Sectional Data,” IEEE Transactions on Automatic Control, AC-24, 403–11.
-
(1979)
IEEE Transactions on Automatic Control
, pp. 403-411
-
-
Goodrich, R.L.1
Caines, P.E.2
-
158
-
-
1842512879
-
Nonlinear panel data models with dynamic heterogenity
-
edited by J. Krishnakumar and E. Ronchetti, Amsterdam: North-Holland
-
Gourieroux, C., and J. Jasiak (2000). “Nonlinear Panel Data Models with Dynamic Heterogenity,” in Panel Data Econometrics, edited by J. Krishnakumar and E. Ronchetti, pp. 127–148. Amsterdam: North-Holland.
-
(2000)
Panel Data Econometrics
, pp. 127-148
-
-
Gourieroux, C.1
Jasiak, J.2
-
161
-
-
0018872157
-
Long memory relationships and the aggregation of dynamic models
-
Granger, C.W.J. (1980). “Long Memory Relationships and the Aggregation of Dynamic Models,” Journal of Econometrics, 14, 227–238.
-
(1980)
Journal of Econometrics
, vol.14
, pp. 227-238
-
-
Granger, C.W.J.1
-
162
-
-
0002314301
-
Specification bias in estimates of production functions
-
Griliches, Z. (1957). “Specification Bias in Estimates of Production Functions,” Journal of Farm Economics, 39, 8–20.
-
(1957)
Journal of Farm Economics
, vol.39
, pp. 8-20
-
-
Griliches, Z.1
-
163
-
-
0002617012
-
Estimating the returns to schooling: Some econometric problems
-
Griliches, Z. (1977). “Estimating the Returns to Schooling: Some Econometric Problems,” Econometrica, 45, 1–22.
-
(1977)
Econometrica
, vol.45
, pp. 1-22
-
-
Griliches, Z.1
-
164
-
-
0003035909
-
Sibling models and data in economics: Beginning of a survey
-
Griliches, Z. (1979). “Sibling Models and Data in Economics: Beginning of a Survey,” Journal of Political Economy 87 (Supplement 2), S37–S64.
-
(1979)
Journal of Political Economy
, vol.87
, pp. S37-S64
-
-
Griliches, Z.1
-
165
-
-
0006252749
-
Missing data and self-selection in large panels
-
30-1
-
Griliches, Z., B. Hall, and J.A. Hausman (1978). “Missing Data and Self-selection in Large Panels,” Annales de l’INSEE 30-1, 137–176.
-
(1978)
Annales De L’Insee
, pp. 137-176
-
-
Griliches, Z.1
Hall, B.2
Hausman, J.A.3
-
167
-
-
0001525563
-
The allocation of time of israeli women
-
Part II
-
Gronau, R. (1976). “The Allocation of Time of Israeli Women,” Journal of Political Economy, 84, 4, Part II.
-
(1976)
Journal of Political Economy
, vol.84
, pp. 4
-
-
Gronau, R.1
-
169
-
-
0000858149
-
On the role of the propensity score in efficient semiparametric estimation of average treatment effects
-
Hahn, J. (1998). “On the Role of the Propensity Score in Efficient Semiparametric Estimation of Average Treatment Effects,” Econometrica, 66, 315–331.
-
(1998)
Econometrica
, vol.66
, pp. 315-331
-
-
Hahn, J.1
-
170
-
-
0001409334
-
How informative is the initial condition in a dynamic panel model with fixed effects?”
-
Hahn, J. (1999). “How Informative is the Initial Condition in a Dynamic Panel Model with Fixed Effects?” Journal of Econometrics, 93, 309–326.
-
(1999)
Journal of Econometrics
, vol.93
, pp. 309-326
-
-
Hahn, J.1
-
173
-
-
0008303163
-
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
-
Hansen, B. (1982). “Efficient Estimation and Testing of Cointegrating Vectors in the Presence of Deterministic Trends,” Journal of Econometrics, 53, 87–121.
-
(1982)
Journal of Econometrics
, vol.53
, pp. 87-121
-
-
Hansen, B.1
-
175
-
-
0000632311
-
Inference for unit roots in dynamic panels where the time dimension is fixed
-
Harris, R.D.F., and E. Tzaralis (1999). “Inference for Unit Roots in Dynamic Panels Where the Time Dimension is Fixed,” Journal of Econometrics, 91, 201–226.
-
(1999)
Journal of Econometrics
, vol.91
, pp. 201-226
-
-
Harris, R.D.F.1
Tzaralis, E.2
-
176
-
-
0014099014
-
Maximum likelihood estimation for the mixed analysis of variance model
-
Hartley, H.O., and J.N.K. Rao (1967). “Maximum Likelihood Estimation for the Mixed Analysis of Variance Model,” Biometrika, 54, 93–108.
-
(1967)
Biometrika
, vol.54
, pp. 93-108
-
-
Hartley, H.O.1
Rao, J.N.K.2
-
177
-
-
0039784396
-
The estimation of time-varying parameters from panel data
-
30-1
-
Harvey, A.C., (1978). “The Estimation of Time-Varying Parameters from Panel Data,” Annales de l’INSEE, 30-1, 203–206.
-
(1978)
Annales De L’Insee
, pp. 203-206
-
-
Harvey, A.C.1
-
178
-
-
0001884278
-
The estimation of regression models with time-varying parameters
-
in, edited by M. Deistler, E. Fürst, and G.S. Schwödiauer, Cambridge, MA: Physica-Verlag
-
Harvey, A.C., and G.D.A. Phillips (1982). “The Estimation of Regression Models with Time-Varying Parameters,” in Games, Economic Dynamics, and Time Series Analysis, edited by M. Deistler, E. Fürst, and G.S. Schwödiauer, pp. 306–321. Cambridge, MA: Physica-Verlag.
-
(1982)
Games, Economic Dynamics, and Time Series Analysis
, pp. 306-321
-
-
Harvey, A.C.1
Phillips, G.D.A.2
-
179
-
-
0000250716
-
Specification tests in econometrics
-
Hausman, J.A. (1978). “Specification Tests in Econometrics,” Econometrica, 46, 1251–1371.
-
(1978)
Econometrica
, vol.46
, pp. 1251-1371
-
-
Hausman, J.A.1
-
180
-
-
0021575963
-
Specification tests for the multinomial logit models
-
Hausman, J.A., and D. McFadden (1984). “Specification Tests for the Multinomial Logit Models,” Econometrica, 52, 1219–1240.
-
(1984)
Econometrica
, vol.52
, pp. 1219-1240
-
-
Hausman, J.A.1
McFadden, D.2
-
181
-
-
0000740902
-
Panel data and unobservable individual effects
-
Hausman, J.A., and W.E. Taylor (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
-
182
-
-
0011021778
-
Social experimentation, truncated distributions, and efficient estimation
-
Hausman, J.A., and D. Wise (1977). “Social Experimentation, Truncated Distributions, and Efficient Estimation,” Econometrica, 45, 919–938.
-
(1977)
Econometrica
, vol.45
, pp. 919-938
-
-
Hausman, J.A.1
Wise, D.2
-
183
-
-
0001025439
-
A conditional probit model for qualitative choice: Discrete decisions recognizing interdependence and heterogeneous p
-
Hausman, J.A., and D. Wise (1978). “A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous P,” Econometrica, 46, 403–426.
-
(1978)
Econometrica
, vol.46
, pp. 403-426
-
-
Hausman, J.A.1
Wise, D.2
-
184
-
-
0000599944
-
Attrition bias in experimental and panel data: The gary income maintenance experiment
-
Hausman, J.A., and D. Wise (1979). “Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment,” Econometrica, 47, 455–473.
-
(1979)
Econometrica
, vol.47
, pp. 455-473
-
-
Hausman, J.A.1
Wise, D.2
-
185
-
-
0000939170
-
Tobin's marginal q and average q: A neoclassical interpretation
-
Hayashi, F. (1982). “Tobin's Marginal q and Average q: A Neoclassical Interpretation,” Econometrica, 50, 213–224.
-
(1982)
Econometrica
, vol.50
, pp. 213-224
-
-
Hayashi, F.1
-
186
-
-
0001766028
-
The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models
-
Heckman, J.J. (1976a). “The Common Structure of Statistical Models of Truncation, Sample Selection, and Limited Dependent Variables and a Simple Estimator for Such Models,” Annals of Economic and Social Measurement, 5, 475–492.
-
(1976)
Annals of Economic and Social Measurement
, vol.5
, pp. 475-492
-
-
Heckman, J.J.1
-
187
-
-
0004117362
-
Simultaneous equations models with continuous and discrete endogenous variables and structural shifts
-
edited by S.M. Goldfeld and R.E. Quandt, Cambridge, MA: Ballinger
-
Heckman, J.J. (1976b). “Simultaneous Equations Models with Continuous and Discrete Endogenous Variables and Structural Shifts,” in Studies in Nonlinear Estimation, edited by S.M. Goldfeld and R.E. Quandt, pp. 235–272. Cambridge, MA: Ballinger.
-
(1976)
Studies in Nonlinear Estimation
, pp. 235-272
-
-
Heckman, J.J.1
-
188
-
-
0001407218
-
Simple statistical models for discrete panel data developed and applied to test the hypothesis of true state dependence against the hypothesis of spurious state dependence
-
30-1
-
Heckman, J.J. 1978a. “Simple Statistical Models for Discrete Panel Data Developed and Applied to Test the Hypothesis of True State Dependence against the Hypothesis of Spurious State Dependence,” Annales e l’INSEE, 30-1, 227–269.
-
(1978)
Annales E L’Insee
, pp. 227-269
-
-
Heckman, J.J.1
-
189
-
-
0000011585
-
Dummy endogenous variables in a simultaneous equation system
-
Heckman, J.J. 1978b. “Dummy Endogenous Variables in a Simultaneous Equation System,” Econometrica, 46, 931–959.
-
(1978)
Econometrica
, vol.46
, pp. 931-959
-
-
Heckman, J.J.1
-
190
-
-
0000125534
-
Sample selection bias as a specification error
-
Heckman, J.J. 1979. “Sample Selection Bias as a Specification Error,” Econometrica, 47, 153–161.
-
(1979)
Econometrica
, vol.47
, pp. 153-161
-
-
Heckman, J.J.1
-
191
-
-
0002275464
-
Statistical models for discrete panel data
-
edited by C.F. Manski and D. McFadden, Cambridge, MA: MIT Press
-
Heckman, J.J. 1981a. “Statistical Models for Discrete Panel Data,” in Structural Analysis of Discrete Data with Econometric Applications, edited by C.F. Manski and D. McFadden, pp. 114–178. Cambridge, MA: MIT Press.
-
(1981)
Structural Analysis of Discrete Data with Econometric Applications
, pp. 114-178
-
-
Heckman, J.J.1
-
192
-
-
0002275464
-
The incidental parameters problem and the problem of initial conditions in estimating a discrete time–discrete data stochastic process
-
edited by C.F. Manski and D. McFadden, Cambridge, MA: MIT Press
-
Heckman, J.J. 1981b. “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, edited by C.F. Manski and D. McFadden, pp. 179–195. Cambridge, MA: MIT Press.
-
(1981)
Structural Analysis of Discrete Data with Econometric Applications
, pp. 179-195
-
-
Heckman, J.J.1
-
193
-
-
0002453841
-
Heterogeneity and state dependence
-
edited by S. Rosen, University of Chicago Press
-
Heckman, J.J. 1981c. “Heterogeneity and State Dependence,” in Studies in Labor Markets, edited by S. Rosen, pp. 91–139. University of Chicago Press.
-
(1981)
Studies in Labor Markets
, pp. 91-139
-
-
Heckman, J.J.1
-
194
-
-
35948977889
-
Econometric evaluation of social programs
-
Amsterdam: North-Holland (forthcoming)
-
Heckman, J.J. 2001. “Econometric Evaluation of Social Programs,” in Handbook of Econometrics, vol. 5. Amsterdam: North-Holland (forthcoming).
-
(2001)
Handbook of Econometrics
, vol.5
-
-
Heckman, J.J.1
-
195
-
-
0000505190
-
Does unemployment cause future unemployment? Definitions, questions and answers from a continuous time model of heterogeneity and state dependence
-
Heckman, J.J., and G. Borjas (1980). “Does Unemployment Cause Future Unemployment? Definitions, Questions and Answers from a Continuous Time Model of Heterogeneity and State Dependence,” Economica, 47, 247–283.
-
(1980)
Economica
, vol.47
, pp. 247-283
-
-
Heckman, J.J.1
Borjas, G.2
-
196
-
-
0000423207
-
Matching as an econometric evaluations estimator
-
Heckman, J.J., H. Ichimura, and P. Todd (1998). “Matching as an Econometric Evaluations Estimator,” Review of Economic Studies, 65, 261–294.
-
(1998)
Review of Economic Studies
, vol.65
, pp. 261-294
-
-
Heckman, J.J.1
Ichimura, H.2
Todd, P.3
-
197
-
-
0000989469
-
Alternative methods for evaluating the impact of interventions
-
edited by J. Heckman and B. Singer. New York: Cambridge University Press
-
Heckman, J.J., and R. Robb (1985). “Alternative Methods for Evaluating the Impact of Interventions,” in Longitudinal Analysis of Labor Market Data, edited by J. Heckman and B. Singer. New York: Cambridge University Press.
-
(1985)
Longitudinal Analysis of Labor Market Data
-
-
Heckman, J.J.1
Robb, R.2
-
198
-
-
0002060428
-
The identification problem in econometric models for duration data
-
edited by W. Hildenbrand, Cambridge: Cambridge University Press
-
Heckman, J.J., and B. Singer (1982). “The Identification Problem in Econometric Models for Duration Data,” in Advances in Econometrics, edited by W. Hildenbrand, pp. 39–77. Cambridge: Cambridge University Press.
-
(1982)
Advances in Econometrics
, pp. 39-77
-
-
Heckman, J.J.1
Singer, B.2
-
200
-
-
0008769471
-
Local instrumental variables
-
edited by C. Hsiao, K. Morimune, and J.L Powell. New York: Cambridge University Press
-
Heckman, J.J., and E.J. Vytlacil (2001). “Local Instrumental Variables,” in Nonlinear Statistical Inference, edited by C. Hsiao, K. Morimune, and J.L Powell. New York: Cambridge University Press.
-
(2001)
Nonlinear Statistical Inference
-
-
Heckman, J.J.1
Vytlacil, E.J.2
-
201
-
-
0002226776
-
Abeta-logistic model for the analysis of sequential labor force participation by married women
-
Heckman, J.J., and R. Willis (1977). “ABeta-Logistic Model for the Analysis of Sequential Labor Force Participation by Married Women,” Journal of Political Economy, 85, 27–58.
-
(1977)
Journal of Political Economy
, vol.85
, pp. 27-58
-
-
Heckman, J.J.1
Willis, R.2
-
202
-
-
84857306468
-
Comment on ‘the use of error components models in combining cross-section with time series data’
-
Henderson, C.R., Jr. (1971). “Comment on ‘The Use of Error Components Models in Combining Cross-Section with Time Series Data’,” Econometrica, 39, 397–401.
-
(1971)
Econometrica
, vol.39
, pp. 397-401
-
-
Henderson, C.R.1
-
203
-
-
0343762202
-
Residential demand for electricity: An econometric approach
-
Hendricks, W., R. Koenker, and D.J. Poirier (1979). “Residential Demand for Electricity: An Econometric Approach,” Journal of Econometrics, 9, 33–57.
-
(1979)
Journal of Econometrics
, vol.9
, pp. 33-57
-
-
Hendricks, W.1
Koenker, R.2
Poirier, D.J.3
-
205
-
-
0003405959
-
-
Mimeo, University of California, Los Angeles
-
Hirano, K., G.W. Imbens, and G. Ridder (2000). “Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score,” Mimeo, University of California, Los Angeles.
-
(2000)
Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
-
-
Hirano, K.1
Imbens, G.W.2
Ridder, G.3
-
206
-
-
0012630113
-
Combining panel data sets with attrition and refreshment samples
-
Hirano, K., G.W. Imbens, G. Ridder, and D.B. Rubin (2001). “Combining Panel Data Sets with Attrition and Refreshment Samples,” Econometrica, 69, 1645–1660.
-
(2001)
Econometrica
, vol.69
, pp. 1645-1660
-
-
Hirano, K.1
Imbens, G.W.2
Ridder, G.3
Rubin, D.B.4
-
207
-
-
0002980999
-
Estimation of production function parameters combining time-series and cross-section data
-
Hoch, I. (1962). “Estimation of Production Function Parameters Combining Time-Series and Cross-Section Data,” Econometrica, 30, 34–53.
-
(1962)
Econometrica
, vol.30
, pp. 34-53
-
-
Hoch, I.1
-
208
-
-
0001561776
-
A remark on hausman's specification test
-
Holly, A. (1982). “A Remark on Hausman's Specification Test,” Econometrica, 50, 749–759.
-
(1982)
Econometrica
, vol.50
, pp. 749-759
-
-
Holly, A.1
-
209
-
-
33747885330
-
A score test for individual heteroscedasticity in a one-way error components model
-
edited by J. Krishnakumar and E. Ronchetti, Amsterdam: North-Holland
-
Holly, A., and L. Gardiol (2000). “A Score Test for Individual Heteroscedasticity in a One-Way Error Components Model,” in Panel Data Econometrics, edited by J. Krishnakumar and E. Ronchetti, pp. 199–211. Amsterdam: North-Holland.
-
(2000)
Panel Data Econometrics
, pp. 199-211
-
-
Holly, A.1
Gardiol, L.2
-
210
-
-
0002816448
-
Estimatingvector autoregressions with panel data
-
Holtz-Eakin, D., W. Newey, and H.S. Rosen (1988). “EstimatingVector Autoregressions with Panel Data,” Econometrica, 56, 1371–1395.
-
(1988)
Econometrica
, vol.56
, pp. 1371-1395
-
-
Holtz-Eakin, D.1
Newey, W.2
Rosen, H.S.3
-
212
-
-
0001401420
-
Trimmed lad and least squares estimation of truncated and censored regression models with fixed effects
-
Honoré, B.E. (1992). “Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects,” Econometrica, 60, 533–567.
-
(1992)
Econometrica
, vol.60
, pp. 533-567
-
-
Honoré, B.E.1
-
213
-
-
38249001565
-
Orthogonality conditions for tobit models with fixed effects and lagged dependent variables
-
Honoré, B.E. (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
-
214
-
-
0001736663
-
Panel data discrete choice models with lagged dependent variables
-
Honoré, B.E., and E. Kyriazidou (2000a). “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
-
215
-
-
85071210635
-
Estimation of tobit-type models with individual specific effects
-
Honoré, B.E., and E. Kyriazidou (2000b). “Estimation of Tobit-Type Models with Individual Specific Effects,” Econometrics Review, 19.
-
(2000)
Econometrics Review
, pp. 19
-
-
Honoré, B.E.1
Kyriazidou, E.2
-
216
-
-
0000647059
-
Pairwise difference estimators of censored and truncated regression models
-
Honoré, B.E., and J.L. Powell (1994). “Pairwise Difference Estimators of Censored and Truncated Regression Models,” Journal of Econometrics, 64, 241–278.
-
(1994)
Journal of Econometrics
, vol.64
, pp. 241-278
-
-
Honoré, B.E.1
Powell, J.L.2
-
217
-
-
0000444966
-
Asmoothed maximum score estimator for the binary response model
-
Horowitz, J.L. (1992). “ASmoothed Maximum Score Estimator for the Binary Response Model,” Econometrica, 60, 505–531.
-
(1992)
Econometrica
, vol.60
, pp. 505-531
-
-
Horowitz, J.L.1
-
218
-
-
0030376516
-
Semiparametric estimation of a regression model with an unknown transformation of the dependent variable
-
Horowitz, J.L. (1996). “Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable,” Econometrica, 64, 103–137.
-
(1996)
Econometrica
, vol.64
, pp. 103-137
-
-
Horowitz, J.L.1
-
219
-
-
0003201030
-
Statistical inference for a model with both random cross-sectional and time effects
-
Hsiao, C. (1974a). “Statistical Inference for a Model with Both Random Cross-Sectional and Time Effects,” International Economic Review, 15, 12–30.
-
(1974)
International Economic Review
, vol.15
, pp. 12-30
-
-
Hsiao, C.1
-
221
-
-
0011633930
-
Some estimation methods for a random coefficients model
-
Hsiao, C. 1975. “Some Estimation Methods for a Random Coefficients Model,” Econometrica, 43, 305–25.
-
(1975)
Econometrica
, vol.43
, pp. 305-325
-
-
Hsiao, C.1
-
224
-
-
84950613755
-
Autoregressive modelling of canadian money and income data
-
Hsiao, C. 1979b. “Autoregressive Modelling of Canadian Money and Income Data,” Journal of the American Statistical Association, 74, 553–560.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 553-560
-
-
Hsiao, C.1
-
225
-
-
0038275115
-
Autoregressive modelling and causal ordering of economic variables
-
Hsiao, C. 1982. “Autoregressive Modelling and Causal Ordering of Economic Variables,” Journal of Economic Dynamics and Control, 4, 243–259.
-
(1982)
Journal of Economic Dynamics and Control
, vol.4
, pp. 243-259
-
-
Hsiao, C.1
-
226
-
-
70350110873
-
Identification
-
edited by Z. Griliches and M. Intriligator, Amsterdam: North-Holland
-
Hsiao, C. 1983. “Identification,” in Handbook of Econometrics, vol. I, edited by Z. Griliches and M. Intriligator, pp. 223–283. Amsterdam: North-Holland.
-
(1983)
Handbook of Econometrics
, vol.1
, pp. 223-283
-
-
Hsiao, C.1
-
227
-
-
77956875554
-
Benefits and limitations of panel data
-
Hsiao, C. 1985a. “Benefits and Limitations of Panel Data,” Econometric Reviews, 4, 121–174.
-
(1985)
Econometric Reviews
, vol.4
, pp. 121-174
-
-
Hsiao, C.1
-
228
-
-
33845349013
-
Minimum chi-square
-
edited by S. Kotz and N. Johnson, New York: Wiley
-
Hsiao, C. 1985b. “Minimum Chi-Square,” in the Encyclopedia of Statistical Science, vol. 5, edited by S. Kotz and N. Johnson, pp. 518–522. New York: Wiley.
-
(1985)
Encyclopedia of Statistical Science
, vol.5
, pp. 518-522
-
-
Hsiao, C.1
-
229
-
-
38249021569
-
Consistent estimation for some nonlinear errors-in-variables models
-
Hsiao, C. 1989. “Consistent Estimation for Some Nonlinear Errors-in-Variables Models,” Journal of Econometrics, 41, 159–185.
-
(1989)
Journal of Econometrics
, vol.41
, pp. 159-185
-
-
Hsiao, C.1
-
230
-
-
85066533640
-
-
paper presented at the Third Conference on Telecommunication Demand Analysis with Dynamic Regulation, Hilton Head, S.C., in New Development in Quantitative Economics, edited by J.W. Lee and S.Y. Zhang. Beijing: Chinese Academy of Social Science
-
Hsiao, C. 1991a. “A Mixed Fixed and Random Coefficients Framework for Pooling Cross- Section and Time Series Data,” paper presented at the Third Conference on Telecommunication Demand Analysis with Dynamic Regulation, Hilton Head, S.C., in New Development in Quantitative Economics, edited by J.W. Lee and S.Y. Zhang. Beijing: Chinese Academy of Social Science.
-
(1991)
A Mixed Fixed and Random Coefficients Framework for Pooling Cross- Section and Time Series Data
-
-
Hsiao, C.1
-
231
-
-
0039308193
-
Identification and estimation of latent binary choice models using panel data
-
Hsiao, C. 1991b. “Identification and Estimation of Latent Binary Choice Models Using Panel Data,” Review of Economic Studies, 58, 717–731.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 717-731
-
-
Hsiao, C.1
-
232
-
-
0346171423
-
Random coefficients models
-
edited by L. Matyas and P. Sevestres, Kluwer: 1st edition, 2nd edition (1996), pp. 410–428
-
Hsiao, C. 1992a. “Random Coefficients Models,” in The Econometrics of Panel Data, edited by L. Matyas and P. Sevestres, Kluwer: 1st edition, pp. 223–241; 2nd edition (1996), pp. 410–428.
-
(1992)
The Econometrics of Panel Data
, pp. 223-241
-
-
Hsiao, C.1
-
233
-
-
0346171423
-
Logit and probit models
-
edited by L. Matyas and P. Sevestre, Dordrecht: Kluwer Academic
-
Hsiao, C. 1992b. “Logit and Probit Models,” in The Econometrics of Panel Data, edited by L. Matyas and P. Sevestre, pp. 223–241. Dordrecht: Kluwer Academic.
-
(1992)
The Econometrics of Panel Data
, pp. 223-241
-
-
Hsiao, C.1
-
234
-
-
0003351665
-
Nonlinear latent variables models
-
edited by L. Matyas and P. Sevestre, Kluwer
-
Hsiao, C. 1992c. “Nonlinear Latent Variables Models,” in Econometrics of Panel Data, edited by L. Matyas and P. Sevestre, pp. 242–261. Kluwer.
-
(1992)
Econometrics of Panel Data
, pp. 242-261
-
-
Hsiao, C.1
-
235
-
-
0012471861
-
Panel analysis for metric data
-
edited by G. Arminger, C.C. Clogg, and M.Z. Sobel,. Plenum
-
Hsiao, C. 1995. “Panel Analysis for Metric Data,” in Handbook of Statistical Modelling in the Social and Behavioral Sciences, edited by G. Arminger, C.C. Clogg, and M.Z. Sobel, pp. 361–400. Plenum.
-
(1995)
Handbook of Statistical Modelling in the Social and Behavioral Sciences
, pp. 361-400
-
-
Hsiao, C.1
-
236
-
-
58049203313
-
Economic panel data methodology
-
edited by N.J. Snelser and P.B. Bates. Oxford: Elsevier (forthcoming)
-
Hsiao, C. 2000. “Economic Panel Data Methodology,” in International Encyclopedia of the Social and Behavioral Sciences, edited by N.J. Snelser and P.B. Bates. Oxford: Elsevier (forthcoming).
-
(2000)
International Encyclopedia of the Social and Behavioral Sciences
-
-
Hsiao, C.1
-
237
-
-
38249003598
-
A general framework for panel data analysis–with an application to canadian customer dialed long distance service
-
Hsiao, C., T.W. Appelbe, and C.R. Dineen (1993). “A General Framework for Panel Data Analysis–with an Application to Canadian Customer Dialed Long Distance Service,” Journal of Econometrics, 59, 63–86.
-
(1993)
Journal of Econometrics
, vol.59
, pp. 63-86
-
-
Hsiao, C.1
Appelbe, T.W.2
Dineen, C.R.3
-
239
-
-
0028579884
-
A framework for regional modeling and impact analysis–an analysis of the demand for electricity by large municipalities in ontario, canada
-
Hsiao, C., and D.C. Mountain (1994). “A Framework for Regional Modeling and Impact Analysis–An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada,” Journal of Regional Science, 34, 361–385.
-
(1994)
Journal of Regional Science
, vol.34
, pp. 361-385
-
-
Hsiao, C.1
Mountain, D.C.2
-
240
-
-
1642334058
-
Bayesian integration of end-use metering and conditional demand analysis
-
Hsiao, C., D.C. Mountain, and K.F. Ho-Illman (1995). “Bayesian Integration of End-Use Metering and Conditional Demand Analysis,” Journal of Business and Economic Statistics, 13, 315–326.
-
(1995)
Journal of Business and Economic Statistics
, vol.13
, pp. 315-326
-
-
Hsiao, C.1
Mountain, D.C.2
Ho-Illman, K.F.3
-
241
-
-
0024805105
-
Modeling ontario regional electricity system demand using a mixed fixed and random coefficients approach
-
Hsiao, C., D.C. Mountain, K.Y. Tsui, and M.W. Luke Chan (1989). “Modeling Ontario Regional Electricity System Demand Using a Mixed Fixed and Random Coefficients Approach,” Regional Science and Urban Economics, 19, 567–587.
-
(1989)
Regional Science and Urban Economics
, vol.19
, pp. 567-587
-
-
Hsiao, C.1
Mountain, D.C.2
Tsui, K.Y.3
Luke Chan, M.W.4
-
243
-
-
0037493800
-
Bayes estimation of short- run coefficients in dynamic panel data models
-
edited by C. Hsiao, L.F. Lee, K. Lahiri, and M.H. Pesaran, Cambridge: Cambridge University Press
-
Hsiao, C., M.H. Pesaran, and A.K. Tahmiscioglu (1999). “Bayes Estimation of Short- Run Coefficients in Dynamic Panel Data Models,” in Analysis of Panels and Limited Dependent Variables Models, edited by C. Hsiao, L.F. Lee, K. Lahiri, and M.H. Pesaran, pp. 268–296. Cambridge: Cambridge University Press.
-
(1999)
Analysis of Panels and Limited Dependent Variables Models
, pp. 268-296
-
-
Hsiao, C.1
Pesaran, M.H.2
Tahmiscioglu, A.K.3
-
244
-
-
0347985233
-
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
-
Hsiao, C., M.H. Pesaran, and A.K. Tahmiscioglu (2002). “Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods,” Journal of Econometrics, 109, 107–150.
-
(2002)
Journal of Econometrics
, vol.109
, pp. 107-150
-
-
Hsiao, C.1
Pesaran, M.H.2
Tahmiscioglu, A.K.3
-
247
-
-
84995013295
-
Some remarks on measurement errors and the identification of panel data models
-
Hsiao, C., and G. Taylor (1991). “Some Remarks on Measurement Errors and the Identification of Panel Data Models,” Statistica Neerlandica, 45, 187–194.
-
(1991)
Statistica Neerlandica
, vol.45
, pp. 187-194
-
-
Hsiao, C.1
Taylor, G.2
-
248
-
-
0039001800
-
Estimation of structural nonlinear errors-in- variables models by simulated least squares method
-
Hsiao, C., and K.Q. Wang (2000). “Estimation of Structural Nonlinear Errors-in- Variables Models by Simulated Least Squares Method,” International Economic Review, 41, 523–542.
-
(2000)
International Economic Review
, vol.41
, pp. 523-542
-
-
Hsiao, C.1
Wang, K.Q.2
-
249
-
-
21444443986
-
Estimation of nonlinear errors-in- variables models–an approximate solution
-
Hsiao, C., L.Q. Wang, and K.Q. Wang (1997). “Estimation of Nonlinear Errors-in- Variables Models–An Approximate Solution,” Statistical Papers, 38, 1–28.
-
(1997)
Statistical Papers
, vol.38
, pp. 1-28
-
-
Hsiao, C.1
Wang, L.Q.2
Wang, K.Q.3
-
251
-
-
0000479197
-
Shares versus residual claimant contracts: The case of chinese tves
-
Hsiao, C., J. Nugent, I. Perrigne, and J. Qiu (1998). “Shares versus Residual Claimant Contracts: The Case of Chinese TVEs,” Journal of Comparative Economics, 26, 317–337.
-
(1998)
Journal of Comparative Economics
, vol.26
, pp. 317-337
-
-
Hsiao, C.1
Nugent, J.2
Perrigne, I.3
Qiu, J.4
-
253
-
-
51349161681
-
Systems with nonadditive disturbances
-
edited by T.C. Koopmans, New York: Wiley
-
Hurwicz, L. (1950). “Systems with Nonadditive Disturbances,” in Statistical Inference in Dynamic Economic Models, edited by T.C. Koopmans, pp. 330–372. New York: Wiley.
-
(1950)
Statistical Inference in Dynamic Economic Models
, pp. 330-372
-
-
Hurwicz, L.1
-
254
-
-
84925144093
-
State dependence, serial correlation and heterogeneity in intertemporal labor force participation of married women
-
Hyslop, D. (1999). “State Dependence, Serial Correlation and Heterogeneity in Intertemporal Labor Force Participation of Married Women,” Econometrica, 52, 363–389.
-
(1999)
Econometrica
, vol.52
, pp. 363-389
-
-
Hyslop, D.1
-
256
-
-
0001566850
-
Identification and estimation of local average treatment effects
-
Imbens, G.W., and J.D. Angrist (1994). “Identification and Estimation of Local Average Treatment Effects,” Econometrica, 62, 467–475.
-
(1994)
Econometrica
, vol.62
, pp. 467-475
-
-
Imbens, G.W.1
Angrist, J.D.2
-
257
-
-
0003720836
-
-
Upper Saddle River, NJ: Prentice-Hall
-
Intriligator, M.D., R.G. Bodkin, and C. Hsiao (1996). Econometric Models, Techniques, and Applications. Upper Saddle River, NJ: Prentice-Hall.
-
(1996)
Econometric Models, Techniques, and Applications
-
-
Intriligator, M.D.1
Bodkin, R.G.2
Hsiao, C.3
-
258
-
-
84984296820
-
To pool or not to pool? A reexamination of tobin's food demand problem
-
Izan, H.Y. (1980). “To Pool or not to Pool? A Reexamination of Tobin's Food Demand Problem,” Journal of Econometrics, 13, 391–402.
-
(1980)
Journal of Econometrics
, vol.13
, pp. 391-402
-
-
Izan, H.Y.1
-
259
-
-
1842667013
-
Self esteem, delinquent peers, and delinquency: A test of self-enhancement thesis
-
Jang, S.J., andT.P. Thornberry (1998). “Self Esteem, Delinquent Peers, and Delinquency: A Test of Self-Enhancement Thesis,” American Sociological Review, 63, 586–598.
-
(1998)
American Sociological Review
, vol.63
, pp. 586-598
-
-
Jang, S.J.1
Thornberry, T.P.2
-
260
-
-
0001704927
-
The mannheim innovation panels (mip and mip-s) of the centre for european economic research (zew)
-
Janz, N., G. Ebling, S. Gottshalk, and H. Niggemann (2001). “The Mannheim Innovation Panels (MIP and MIP-S) of the Centre for European Economic Research (ZEW), Schmollers Jahrbuch, 121, 123–129.
-
(2001)
Schmollers Jahrbuch
, vol.121
, pp. 123-129
-
-
Janz, N.1
Ebling, G.2
Gottshalk, S.3
Niggemann, H.4
-
261
-
-
0038040410
-
Estimating and testing a linear model when an extraneous information exists
-
Jeong, K.J. (1978). “Estimating and Testing a Linear Model When an Extraneous Information Exists,” International Economic Review, 19, 541–543.
-
(1978)
International Economic Review
, vol.19
, pp. 541-543
-
-
Jeong, K.J.1
-
263
-
-
0004138857
-
-
2nd edition. New York: McGraw-Hill
-
Johnston, J. (1972). Econometric Methods, 2nd edition. New York: McGraw-Hill.
-
(1972)
Econometric Methods
-
-
Johnston, J.1
-
264
-
-
0001661386
-
Econometric studies of investment behavior: A survey
-
Jorgenson, D.W. (1971). “Econometric Studies of Investment Behavior: A Survey,” Journal of Economic Literature, 9, 1111–1147.
-
(1971)
Journal of Economic Literature
, vol.9
, pp. 1111-1147
-
-
Jorgenson, D.W.1
-
267
-
-
0003083292
-
Estimating dynamic panel data models:Aguide for macroeconomists
-
Judson, R.A., and A.L. Owen (1999). “Estimating Dynamic Panel Data Models:AGuide for Macroeconomists,” Economic Letters, 65, 9–15.
-
(1999)
Economic Letters
, vol.65
, pp. 9-15
-
-
Judson, R.A.1
Owen, A.L.2
-
269
-
-
85024429815
-
A new approach to linear filtering and prediction problems
-
Kalman, R.E. (1960) “A New Approach to Linear Filtering and Prediction Problems,” Transactions of the ASME, Series D, Journal of Basic Engineering, 82, 35–45.
-
(1960)
Transactions of the ASME, Series D, Journal of Basic Engineering
, vol.82
, pp. 35-45
-
-
Kalman, R.E.1
-
270
-
-
0346703006
-
Spurious regression and residual-based tests for cointegration in panel data
-
Kao, C. (1999). “Spurious Regression and Residual-Based Tests for Cointegration in Panel Data,” Journal of Econometrics, 90, 1–44.
-
(1999)
Journal of Econometrics
, vol.90
, pp. 1-44
-
-
Kao, C.1
-
271
-
-
35448971123
-
On the estimation and inference of a cointegrated regression in panel data
-
Kao, C., and M.H. Chiang (2000). “On the Estimation and Inference of a Cointegrated Regression in Panel Data,” Advances in Econometrics, 15, 179–222.
-
(2000)
Advances in Econometrics
, vol.15
, pp. 179-222
-
-
Kao, C.1
Chiang, M.H.2
-
272
-
-
38249038475
-
Errors in variables in panel data with binary dependent variable
-
Kao, C., and J.F. Schnell (1987a). “Errors in Variables in Panel Data with Binary Dependent Variable,” Economic Letters, 24, 45–49.
-
(1987)
Economic Letters
, vol.24
, pp. 45-49
-
-
Kao, C.1
Schnell, J.F.2
-
273
-
-
45949119589
-
Errors-in-variables in a random effects probit model for panel data
-
Kao, C., and J.F. Schnell (1987b). “Errors-in-Variables in a Random Effects Probit Model for Panel Data,” Economic Letters, 24, 339–342.
-
(1987)
Economic Letters
, vol.24
, pp. 339-342
-
-
Kao, C.1
Schnell, J.F.2
-
275
-
-
84925111496
-
Posterior inference for structural parameters using cross section and time series data
-
edited by S. Fienberg and A. Zellner, Amsterdam: North-Holland
-
Kaufman, G.M. (1977). “Posterior Inference for Structural Parameters Using Cross Section and Time Series Data,” in Studies in Bayesian Econometrics and Statistics, in Honor of L. J. Savage, vol. 2, edited by S. Fienberg and A. Zellner, pp. 73–94. Amsterdam: North-Holland.
-
(1977)
Studies in Bayesian Econometrics and Statistics, in Honor of L. J. Savage
, vol.2
, pp. 73-94
-
-
Kaufman, G.M.1
-
276
-
-
0002621109
-
A computationally practical simulation estimator for panel data
-
Keane, M.P. (1994). “A Computationally Practical Simulation Estimator for Panel Data,” Econometrica, 62, 95–116.
-
(1994)
Econometrica
, vol.62
, pp. 95-116
-
-
Keane, M.P.1
-
277
-
-
0141735241
-
Random parameters in simultaneous equation framework: Identification and estimation
-
Kelejian, H.H. (1977). “Random Parameters in Simultaneous Equation Framework: Identification and Estimation,” Econometrica, 42, 517–527.
-
(1977)
Econometrica
, vol.42
, pp. 517-527
-
-
Kelejian, H.H.1
-
278
-
-
0001566986
-
On the asymptotic distribution of the moran i test statistic with application
-
Kelejian, H.H., and I.R. Prucha (2001). “On the Asymptotic Distribution of the Moran I Test Statistic with Application,” Journal of Econometrics, 104, 219–257.
-
(2001)
Journal of Econometrics
, vol.104
, pp. 219-257
-
-
Kelejian, H.H.1
Prucha, I.R.2
-
279
-
-
84925075888
-
Inference in random coefficient panel data models: A correction and clarification of the literature
-
Kelejian, H.H., and S.W. Stephan (1983). “Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature,” International Economic Review, 24, 249–254.
-
(1983)
International Economic Review
, vol.24
, pp. 249-254
-
-
Kelejian, H.H.1
Stephan, S.W.2
-
280
-
-
84887086300
-
Population heterogeneity and inference from panel data on the effects of vocational education
-
(pt. 2)
-
Kiefer, N.M. (1979). “Population Heterogeneity and Inference from Panel Data on the Effects of Vocational Education,” Journal of Political Economy, 87 (pt. 2), S213–S226.
-
(1979)
Journal of Political Economy
, vol.87
, pp. S213-S226
-
-
Kiefer, N.M.1
-
281
-
-
85015528742
-
Estimation of fixed effects models for time series of cross-sections with arbitrary intertemporal covariance
-
Kiefer, N.M. (1980). “Estimation of Fixed Effects Models for Time Series of Cross-Sections with Arbitrary Intertemporal Covariance, Journal of Econometrics, 14, 195–202.
-
(1980)
Journal of Econometrics
, vol.14
, pp. 195-202
-
-
Kiefer, N.M.1
-
282
-
-
0000708409
-
Economic duration data and hazard functions
-
Kiefer, N.M. (1988). “Economic Duration Data and Hazard Functions,” Journal of Economic Literature, 26, 646–679.
-
(1988)
Journal of Economic Literature
, vol.26
, pp. 646-679
-
-
Kiefer, N.M.1
-
284
-
-
52149088619
-
On bias, inconsistency, and efficiency in various estimators of dynamic panel data models
-
Kiviet, J.F. (1995). “On Bias, Inconsistency, and Efficiency in Various Estimators of Dynamic Panel Data Models,” Journal of Econometrics, 68, 53–78.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 53-78
-
-
Kiviet, J.F.1
-
285
-
-
21144483931
-
Alternative bias approximation with lagged dependent variables
-
Kiviet, J.F., and G.D.A. Phillips (1993). “Alternative Bias Approximation with Lagged Dependent Variables,” Econometric Theory, 9, 62–80.
-
(1993)
Econometric Theory
, vol.9
, pp. 62-80
-
-
Kiviet, J.F.1
Phillips, G.D.A.2
-
287
-
-
38249031570
-
The statistical approach to economics
-
Klein, L.R. (1988). “The Statistical Approach to Economics,” Journal of Econometrics, 37, 7–26.
-
(1988)
Journal of Econometrics
, vol.37
, pp. 7-26
-
-
Klein, L.R.1
-
288
-
-
0001488581
-
An efficient semiparametric estimator for binary response models
-
Klein, R., and R. Spady (1993). “An Efficient Semiparametric Estimator for Binary Response Models,” Econometrica, 61:2, 342–387.
-
(1993)
Econometrica
, vol.61
, Issue.2
, pp. 342-387
-
-
Klein, R.1
Spady, R.2
-
290
-
-
0010001136
-
The validity of cross sectionally estimated behavior equations in time series applications
-
Kuh, E. (1959). “The Validity of Cross Sectionally Estimated Behavior Equations in Time Series Applications,” Econometrica 27, 197–214.
-
(1959)
Econometrica
, vol.27
, pp. 197-214
-
-
Kuh, E.1
-
293
-
-
0001591505
-
Estimation of a panel data sample selection model
-
Kyriazidou, E. (1997). “Estimation of a Panel Data Sample Selection Model,” Econometrica, 65, 1335–1364.
-
(1997)
Econometrica
, vol.65
, pp. 1335-1364
-
-
Kyriazidou, E.1
-
294
-
-
0011703730
-
Estimation of dynamic panel data sample selection models
-
Kyriazidou, E. (2001). “Estimation of Dynamic Panel Data Sample Selection Models,” Review of Economic Studies, 68, 543–572.
-
(2001)
Review of Economic Studies
, vol.68
, pp. 543-572
-
-
Kyriazidou, E.1
-
295
-
-
0001115819
-
The covariance matrix of the information matrix test
-
Lancaster, T. (1984). “The Covariance Matrix of the Information Matrix Test,” Econometrica, 52, 1051–1053.
-
(1984)
Econometrica
, vol.52
, pp. 1051-1053
-
-
Lancaster, T.1
-
297
-
-
84925130094
-
Some econometrics of scarring
-
edited by C. Hsiao, K. Morimune, and J.L. Powell, New York: Cambridge University Press
-
Lancaster, T. (2001). “Some Econometrics of Scarring,” in Nonlinear Statistical Inference, edited by C. Hsiao, K. Morimune, and J.L. Powell, pp. 393–402. New York: Cambridge University Press.
-
(2001)
Nonlinear Statistical Inference
, pp. 393-402
-
-
Lancaster, T.1
-
298
-
-
0040555877
-
-
PhD dissertation. Department of Economics, Columbia University
-
Layton, L. (1978). “Unemployment over the Work History.” PhD dissertation. Department of Economics, Columbia University.
-
(1978)
Unemployment over the Work History
-
-
Layton, L.1
-
299
-
-
84963002149
-
Aggregation with log-linear models
-
Lewbel, A. (1992). “Aggregation with Log-Linear Models,” Review of Economic Studies, 59, 635–642.
-
(1992)
Review of Economic Studies
, vol.59
, pp. 635-642
-
-
Lewbel, A.1
-
300
-
-
0001052696
-
Aggregation and simple dynamics
-
Lewbel, A. (1994). “Aggregation and Simple Dynamics,” American Economic Review, 84, 905–918.
-
(1994)
American Economic Review
, vol.84
, pp. 905-918
-
-
Lewbel, A.1
-
301
-
-
0001161944
-
Unionism and wage rates: A simultaneous equations model with qualitative and limited dependent variables
-
Lee, L.F. (1978a). “Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables,” International Economic Review, 19, 415–434.
-
(1978)
International Economic Review
, vol.19
, pp. 415-434
-
-
Lee, L.F.1
-
304
-
-
0011024273
-
Specification error in multinominal logit models: Analysis of the omitted variable bias
-
Lee, L.F. (1982). “Specification Error in Multinominal Logit Models: Analysis of the Omitted Variable Bias,” Journal of Econometrics, 20, 197–209.
-
(1982)
Journal of Econometrics
, vol.20
, pp. 197-209
-
-
Lee, L.F.1
-
305
-
-
38249036002
-
Nonparametric testing of discrete panel data models
-
Lee, L.F. (1987). “Nonparametric Testing of Discrete Panel Data Models,” Journal of Econometrics, 34, 147–178.
-
(1987)
Journal of Econometrics
, vol.34
, pp. 147-178
-
-
Lee, L.F.1
-
307
-
-
0000200887
-
A root-n consistent semiparametric estimator for related effects binary response panel data
-
Lee, M.J. (1999). “A Root-N Consistent Semiparametric Estimator for Related Effects Binary Response Panel Data,” Econometrica, 67, 427–433.
-
(1999)
Econometrica
, vol.67
, pp. 427-433
-
-
Lee, M.J.1
-
309
-
-
0000391884
-
Unit root tests in panel data: Asymptotic and finite-sample properties
-
Levin, A., C. Lin, and J. Chu (2002). “Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties,” Journal of Econometrics, 108, 1–24.
-
(2002)
Journal of Econometrics
, vol.108
, pp. 1-24
-
-
Levin, A.1
Lin, C.2
Chu, J.3
-
310
-
-
0000999239
-
Testing serial correlation in semi-parametric panel data models
-
Li, Q., and C. Hsiao (1998). “Testing Serial Correlation in Semi-parametric Panel Data Models,” Journal of Econometrics, 87, 207–237.
-
(1998)
Journal of Econometrics
, vol.87
, pp. 207-237
-
-
Li, Q.1
Hsiao, C.2
-
311
-
-
0001148775
-
Components of variation in panel earnings data: American scientists 1960–1970
-
Lillard, L.A., and Y. Weiss (1979). “Components of Variation in Panel Earnings Data: American Scientists 1960–1970,” Econometrica, 47, 437–54.
-
(1979)
Econometrica
, vol.47
, pp. 437-454
-
-
Lillard, L.A.1
Weiss, Y.2
-
312
-
-
0001672759
-
Dynamic aspects of earnings mobility
-
Lillard, L.A., and R. Willis (1978). “Dynamic Aspects of Earnings Mobility,” Econometrica, 46, 985–1012.
-
(1978)
Econometrica
, vol.46
, pp. 985-1012
-
-
Lillard, L.A.1
Willis, R.2
-
313
-
-
0003232065
-
Bayes estimates for the linear model
-
Lindley, D.V., and A.F.M. Smith (1972). “Bayes Estimates for the Linear Model,” and Discussion, Journal of the Royal Statistical Society, Series B, 34, 1–41.
-
(1972)
Discussion, Journal of the Royal Statistical Society, Series B
, vol.34
, pp. 1-41
-
-
Lindley, D.V.1
Smith, A.F.M.2
-
315
-
-
85011155246
-
Random coefficient first-order autoregressive models
-
Liu, L.M., and G.C. Tiao (1980). “Random Coefficient First-Order Autoregressive Models,” Journal of Econometrics, 13, 305–25.
-
(1980)
Journal of Econometrics
, vol.13
, pp. 305-325
-
-
Liu, L.M.1
Tiao, G.C.2
-
316
-
-
0000424460
-
An empirical model of labor supply in a life cycle setting
-
MaCurdy, T.E. (1981). “An Empirical Model of Labor Supply in a Life Cycle Setting,” Journal of Political Economy, 89, 1059–85.
-
(1981)
Journal of Political Economy
, vol.89
, pp. 1059-1085
-
-
Macurdy, T.E.1
-
317
-
-
0002216440
-
The use of time series processes to model the error structure of earnings in a longitudinal data analysis
-
MaCurdy, T.E. (1982). “The Use of Time Series Processes to Model the Error Structure of Earnings in a Longitudinal Data Analysis,” Journal of Econometrics, 18, 83–114.
-
(1982)
Journal of Econometrics
, vol.18
, pp. 83-114
-
-
Macurdy, T.E.1
-
318
-
-
0000591339
-
The use of variance components models in pooling cross section and time series data
-
Maddala, G.S. (1971a). “The Use of Variance Components Models in Pooling Cross Section and Time Series Data,” Econometrica, 39, 341–58.
-
(1971)
Econometrica
, vol.39
, pp. 341-358
-
-
Maddala, G.S.1
-
319
-
-
0007136728
-
The likelihood approach to pooling cross-section and time series data
-
Maddala, G.S. (1971b). “The Likelihood Approach to Pooling Cross-Section and Time Series Data,” Econometrica, 39, 939–53.
-
(1971)
Econometrica
, vol.39
, pp. 939-953
-
-
Maddala, G.S.1
-
321
-
-
0039608692
-
A comparative study of alternative estimators for variance components models used in econometric applications
-
Maddala, G.S., and T.D. Mount (1973). “A Comparative Study of Alternative Estimators for Variance Components Models Used in Econometric Applications,” Journal of the American Statistical Association, 68, 324–8.
-
(1973)
Journal of the American Statistical Association
, vol.68
, pp. 324-328
-
-
Maddala, G.S.1
Mount, T.D.2
-
322
-
-
0001187515
-
A comparative study of unit root tests with panel data and a new simple test
-
Maddala, G.S., and S. Wu (1999). “A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test,” Oxford Bulletin of Economics and Statistics, 61, 631–652.
-
(1999)
Oxford Bulletin of Economics and Statistics
, vol.61
, pp. 631-652
-
-
Maddala, G.S.1
Wu, S.2
-
324
-
-
0001787638
-
Time-series and cross-sectional estimates on panel data: Why are they different and why should they be equal?”
-
edited by J. Hartog, G. Ridder, and J. Theeuwes, Amsterdam: North-Holland
-
Mairesse, J. (1990). “Time-Series and Cross-sectional Estimates on Panel Data: Why are They Different and Why Should They Be Equal?” in Panel Data and Labor Market Studies, edited by J. Hartog, G. Ridder, and J. Theeuwes, pp. 81–95. Amsterdam: North-Holland.
-
(1990)
Panel Data and Labor Market Studies
, pp. 81-95
-
-
Mairesse, J.1
-
326
-
-
84960609322
-
A contribution to the empirics of economic growth
-
Mankiew, N.G., D. Romer, and D. Weil (1992). “A Contribution to the Empirics of Economic Growth,” Quarterly Journal of Economics, 107, 407–437.
-
(1992)
Quarterly Journal of Economics
, vol.107
, pp. 407-437
-
-
Mankiew, N.G.1
Romer, D.2
Weil, D.3
-
327
-
-
49549144751
-
Maximum score estimation of the stochastic utility model of choice
-
Manski, C.F. (1975). “Maximum Score Estimation of the Stochastic Utility Model of Choice,” Journal of Econometrics, 3, 205–228.
-
(1975)
Journal of Econometrics
, vol.3
, pp. 205-228
-
-
Manski, C.F.1
-
328
-
-
0000305992
-
Semiparametric analysis of discrete response: Asymptotic properties of the maximum score estimator
-
Manski, C.F. (1985). “Semiparametric Analysis of Discrete Response: Asymptotic Properties of the Maximum Score Estimator,” Journal of Econometrics, 27, 313–333.
-
(1985)
Journal of Econometrics
, vol.27
, pp. 313-333
-
-
Manski, C.F.1
-
329
-
-
0001710703
-
Semiparametric analysis of random effects linear models from binary panel data
-
Manski, C.F. (1987). “Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data,” Econometrica, 55, 357–362.
-
(1987)
Econometrica
, vol.55
, pp. 357-362
-
-
Manski, C.F.1
-
331
-
-
4243523159
-
Heteroscedasticity and stratification in error components models
-
30-1
-
Mazodier, P., and A. Trognon (1978). “Heteroscedasticity and Stratification in Error Components Models,” Annales de l’INSEE, 30-1, 451–482.
-
(1978)
Annales De L’Insee
, pp. 451-482
-
-
Mazodier, P.1
Trognon, A.2
-
332
-
-
85066177790
-
A residual-based test of the null of cointegration in panel data
-
McCoskey, S., and C. Kao (1998). “A Residual-Based Test of the Null of Cointegration in Panel Data,” Econometric Reviews, 17, 57–84.
-
(1998)
Econometric Reviews
, vol.17
, pp. 57-84
-
-
McCoskey, S.1
Kao, C.2
-
333
-
-
0002297105
-
Conditional logit analysis of qualitative choice behavior
-
edited by P. Zarembka, New York: Academic Press
-
McFadden, D. (1974). “Conditional Logit Analysis of Qualitative Choice Behavior,” in Frontiers in Econometrics, edited by P. Zarembka, pp. 105–142. New York: Academic Press.
-
(1974)
Frontiers in Econometrics
, pp. 105-142
-
-
McFadden, D.1
-
335
-
-
70350120299
-
Econometric analysis of qualitative response models
-
edited by Z. Griliches and M. D. Intriligator, Amsterdam: North-Holland
-
McFadden, D. (1984). “Econometric Analysis of Qualitative Response Models,” in Handbook of Econometrics, vol. II, edited by Z. Griliches and M. D. Intriligator, pp. 1395–1457. Amsterdam: North-Holland.
-
(1984)
Handbook of Econometrics
, vol.2
, pp. 1395-1457
-
-
McFadden, D.1
-
336
-
-
0000883977
-
A method of simulated moments for estimation of discrete response models without numerical integration
-
McFadden, D. (1989). “A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration,” Econometrica, 57, 995–1026.
-
(1989)
Econometrica
, vol.57
, pp. 995-1026
-
-
McFadden, D.1
-
337
-
-
0000207099
-
Estimation of a dynamic demand function for gasoline with different schemes of parameter variation
-
Mehta, J.S., G.V.L. Narasimham, and P.A.V.B. Swamy (1978). “Estimation of a Dynamic Demand Function for Gasoline with Different Schemes of Parameter Variation,” Journal of Econometrics, 7, 263–279.
-
(1978)
Journal of Econometrics
, vol.7
, pp. 263-279
-
-
Mehta, J.S.1
Narasimham, G.V.L.2
Swamy, P.A.V.B.3
-
339
-
-
0001065876
-
Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
-
Miller, J.J. (1977). “Asymptotic Properties of Maximum Likelihood Estimates in the Mixed Model of the Analysis of Variance,” Annals of Statistics, 5, 746–62.
-
(1977)
Annals of Statistics
, vol.5
, pp. 746-762
-
-
Miller, J.J.1
-
340
-
-
0001699517
-
Dividend policy, growth and the valuation of shares
-
Miller, M.H., and F. Modigliani (1961). “Dividend Policy, Growth and the Valuation of Shares,” Journal of Business, 34, 411–433.
-
(1961)
Journal of Business
, vol.34
, pp. 411-433
-
-
Miller, M.H.1
Modigliani, F.2
-
341
-
-
0001858216
-
Bayesian and non-bayesian methods for combining models and forecasts with applications to forecasting international growth rate
-
Min, C.K., and A. Zellner (1993). “Bayesian and Non-Bayesian Methods for Combining Models and Forecasts with Applications to Forecasting International Growth Rate,” Journal of Econometrics, 56, 89–118.
-
(1993)
Journal of Econometrics
, vol.56
, pp. 89-118
-
-
Min, C.K.1
Zellner, A.2
-
342
-
-
0000294096
-
The cost of capital, corporation finance, and the theory of investment
-
Modigliani, F., and M.H. Miller (1958). “The Cost of Capital, Corporation Finance, and the Theory of Investment,” American Economic Review, 48, 261–297.
-
(1958)
American Economic Review
, vol.48
, pp. 261-297
-
-
Modigliani, F.1
Miller, M.H.2
-
343
-
-
0002903133
-
Identification and estimation of dynamic models with a time series of repeated cross-sections
-
Moffitt, R. (1993). “Identification and Estimation of Dynamic Models with a Time Series of Repeated Cross-Sections,” Journal of Econometrics, 59, 99–123.
-
(1993)
Journal of Econometrics
, vol.59
, pp. 99-123
-
-
Moffitt, R.1
-
345
-
-
84960614604
-
Empirical production function free of management bias
-
Mundlak, Y. (1961). “Empirical Production Function Free of Management Bias,” Journal of Farm Economics, 43, 44–56.
-
(1961)
Journal of Farm Economics
, vol.43
, pp. 44-56
-
-
Mundlak, Y.1
-
346
-
-
0002330888
-
On the pooling of time series and cross section data
-
Mundlak, Y. (1978a). “On the Pooling of Time Series and Cross Section Data,” Econometrica 46, 69–85.
-
(1978)
Econometrica
, vol.46
, pp. 69-85
-
-
Mundlak, Y.1
-
347
-
-
4243579263
-
Models with variable coefficients: Integration and extension
-
Mundlak, Y. (1978b). “Models with Variable Coefficients: Integration and Extension,” Annales de l’INSEE 30-1, 483–509.
-
(1978)
Annales De L’Insee
, vol.30
, Issue.1
, pp. 483-509
-
-
Mundlak, Y.1
-
349
-
-
0002489122
-
Experimental evidence on the estimation of dynamic economic relations from a time series of cross sections
-
Nerlove, M. (1967). “Experimental Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections,” Economic Studies Quarterly, 18, 42–74.
-
(1967)
Economic Studies Quarterly
, vol.18
, pp. 42-74
-
-
Nerlove, M.1
-
350
-
-
0000048264
-
Further evidence on the estimation of dynamic economic relations from a time series of cross sections
-
Nerlove, M. (1971a). “Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections,” Econometrica, 39, 359–82.
-
(1971)
Econometrica
, vol.39
, pp. 359-382
-
-
Nerlove, M.1
-
351
-
-
0040347203
-
A note on error components models
-
Nerlove, M. (1971b). “A Note on Error Components Models,” Econometrica, 39, 383–96.
-
(1971)
Econometrica
, vol.39
, pp. 383-396
-
-
Nerlove, M.1
-
354
-
-
0000706085
-
A simple positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
-
Newey, W., and K. West (1987). “A Simple Positive Semi-Definite, Heteroscedasticity and Autocorrelation Consistent Covariance Matrix,” Econometrica, 50, 703–708.
-
(1987)
Econometrica
, vol.50
, pp. 703-708
-
-
Newey, W.1
West, K.2
-
356
-
-
0001831031
-
Consistent estimates based on partially consistent observations
-
Neyman, J., and E.L. Scott (1948). “Consistent Estimates Based on Partially Consistent Observations,” Econometrica, 16, 1–32.
-
(1948)
Econometrica
, vol.16
, pp. 1-32
-
-
Neyman, J.1
Scott, E.L.2
-
358
-
-
0011562397
-
Estimating the probability of leaving unemployment
-
Nickell, S. (1979). “Estimating the Probability of Leaving Unemployment,” Econometrica, 47, 1249–1266.
-
(1979)
Econometrica
, vol.47
, pp. 1249-1266
-
-
Nickell, S.1
-
359
-
-
0000604269
-
Biases in dynamic models with fixed effects
-
Nickell, S. (1981). “Biases in Dynamic Models with Fixed Effects,” Econometrica, 49, 1399–1416.
-
(1981)
Econometrica
, vol.49
, pp. 1399-1416
-
-
Nickell, S.1
-
360
-
-
84986348012
-
Nonresponse in panel data: The impact on estimates of a life cycle consumption function
-
Nijman, T.H.E., and M. Verbeek (1992). “Nonresponse in Panel Data: The Impact on Estimates of a Life Cycle Consumption Function,” Journal of Applied Econometrics, 7, 243–257.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 243-257
-
-
Nijman, T.H.E.1
Verbeek, M.2
-
361
-
-
5744249460
-
The efficiency of rotating panel designs in an analysis of variance model
-
Nijman, T.H.E., M. Verbeek, and A. van Soest (1991). “The Efficiency of Rotating Panel Designs in an Analysis of Variance Model,” Journal of Econometrics, 49, 373–399.
-
(1991)
Journal of Econometrics
, vol.49
, pp. 373-399
-
-
Nijman, T.H.E.1
Verbeek, M.2
Van Soest, A.3
-
362
-
-
0006472641
-
Estimating distributed lags in short panels with an application to the specification of depreciation patterns and capital stock constructs
-
Pakes, A., and Z. Griliches (1984). “Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs,” Review of Economic Studies, 51, 243–62.
-
(1984)
Review of Economic Studies
, vol.51
, pp. 243-262
-
-
Pakes, A.1
Griliches, Z.2
-
363
-
-
0001331135
-
Simulation and the asymptotics of optimization estimators
-
Pakes, A., and D. Pollard (1989). “Simulation and the Asymptotics of Optimization Estimators,” Econometrica, 57, 1027–1057.
-
(1989)
Econometrica
, vol.57
, pp. 1027-1057
-
-
Pakes, A.1
Pollard, D.2
-
364
-
-
0009166345
-
Some identification and estimation results for regression models with stochastically varying coefficients
-
Pagan, A. (1980). “Some Identification and Estimation Results for Regression Models with Stochastically Varying Coefficients,” Journal of Econometrics, 13, 341–364.
-
(1980)
Journal of Econometrics
, vol.13
, pp. 341-364
-
-
Pagan, A.1
-
366
-
-
0005173767
-
-
Mimeo, University of Southern California and University of Cambridge
-
Pesaran, M.H. (1999). “On Aggregation of Linear Dynamic Models,” Mimeo, University of Southern California and University of Cambridge.
-
(1999)
On Aggregation of Linear Dynamic Models
-
-
Pesaran, M.H.1
-
367
-
-
0040888144
-
Pooled mean group estimation of dynamic heterogeneous panels
-
Pesaran, M.H., Y. Shin, and R.J. Smith (1999). “Pooled Mean Group Estimation of Dynamic Heterogeneous Panels,” Journal of the American Statistical Association, 94, 621–634.
-
(1999)
Journal of the American Statistical Association
, vol.94
, pp. 621-634
-
-
Pesaran, M.H.1
Shin, Y.2
Smith, R.J.3
-
368
-
-
0000877584
-
Structural analysis of vector error correction models with exogenous i (1) varibles
-
Pesaran, M.H., Y. Shin, and R.J. Smith (2000). “Structural Analysis of Vector Error Correction Models with Exogenous I (1) Varibles,” Journal of Econometrics, 97, 293–343.
-
(2000)
Journal of Econometrics
, vol.97
, pp. 293-343
-
-
Pesaran, M.H.1
Shin, Y.2
Smith, R.J.3
-
369
-
-
58149365138
-
Estimation of long-run relationships from dynamic heterogeneous panels
-
Pesaran, M.H., and R. Smith (1995). “Estimation of Long-Run Relationships from Dynamic Heterogeneous Panels,” Journal of Econometrics, 68, 79–114.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 79-114
-
-
Pesaran, M.H.1
Smith, R.2
-
370
-
-
0039477626
-
Bias reduction in estimating long-run relationships from dynamic heterogeneous panels
-
edited by C. Hsiao, K. Lahiri, L.F. Lee, and M.H. Pesaran, Cambridge: Cambridge University Press
-
Pesaran, M.H., and Z. Zhao (1999). “Bias Reduction in Estimating Long-Run Relationships from Dynamic Heterogeneous Panels,” in Analysis of Panels and Limited Dependent Variables, edited by C. Hsiao, K. Lahiri, L.F. Lee, and M.H. Pesaran, pp. 297–322. Cambridge: Cambridge University Press.
-
(1999)
Analysis of Panels and Limited Dependent Variables
, pp. 297-322
-
-
Pesaran, M.H.1
Zhao, Z.2
-
372
-
-
0000880923
-
Optimal inference in cointegrated systems
-
Phillips, P.C.B. (1991). “Optimal Inference in Cointegrated Systems,” Econometrica, 59, 283–306.
-
(1991)
Econometrica
, vol.59
, pp. 283-306
-
-
Phillips, P.C.B.1
-
373
-
-
84963015112
-
Multiple time series regression with integrated processes
-
Phillips, P.C.B., and S.N. Durlauf (1986). “Multiple Time Series Regression with Integrated Processes,” Review of Economic Studies, 53, 473–495.
-
(1986)
Review of Economic Studies
, vol.53
, pp. 473-495
-
-
Phillips, P.C.B.1
Durlauf, S.N.2
-
374
-
-
0001514642
-
Linear regression limit theory for nonstationary panel data
-
Phillips, P.C.B., and H.R. Moon (1999). “Linear Regression Limit Theory for Nonstationary Panel Data,” Econometrica, 67, 1057–1111.
-
(1999)
Econometrica
, vol.67
, pp. 1057-1111
-
-
Phillips, P.C.B.1
Moon, H.R.2
-
375
-
-
85071203999
-
Nonstationary panel data analysis: An overview of some recent developments
-
Phillips, P.C.B., and H.R. Moon (2000). “Nonstationary Panel Data Analysis: An Overview of Some Recent Developments,” Econometrics Review, 19, 263–286.
-
(2000)
Econometrics Review
, vol.19
, pp. 263-286
-
-
Phillips, P.C.B.1
Moon, H.R.2
-
377
-
-
0002641458
-
Symmetrically trimmed least squares estimation for tobit models
-
Powell, J.L. (1986). “Symmetrically Trimmed Least Squares Estimation for Tobit Models,” Econometrica, 54, 1435–1460.
-
(1986)
Econometrica
, vol.54
, pp. 1435-1460
-
-
Powell, J.L.1
-
378
-
-
34548670744
-
Semiparametric estimation of censored selection models
-
edited by C. Hsiao, K. Morimune, and J.L. Powell, New York: Cambridge University Press
-
Powell, J.L. (2001). “Semiparametric Estimation of Censored Selection Models,” in Nonlinear Statistical Inference, edited by C. Hsiao, K. Morimune, and J.L. Powell, New York: Cambridge University Press, 165–196.
-
(2001)
Nonlinear Statistical Inference
, pp. 165-196
-
-
Powell, J.L.1
-
379
-
-
0001099098
-
Semiparametric estimation of index coefficients
-
Powell, J.L., J.H. Stock, and T. Stoker (1989). “Semiparametric Estimation of Index Coefficients,” Econometrica, 57, 1403–1430.
-
(1989)
Econometrica
, vol.57
, pp. 1403-1430
-
-
Powell, J.L.1
Stock, J.H.2
Stoker, T.3
-
382
-
-
21344481029
-
Exploiting cross-section variations for unit root inference in dynamic data
-
Quah, D. (1994). “Exploiting Cross-Section Variations for Unit Root Inference in Dynamic Data,” Economic Letters, 44, 9–19.
-
(1994)
Economic Letters
, vol.44
, pp. 9-19
-
-
Quah, D.1
-
383
-
-
84911521319
-
Econometric disequilibrium models
-
Quandt, R.E. (1982). “Econometric Disequilibrium Models,” Econometric Reviews, 1, 1–64.
-
(1982)
Econometric Reviews
, vol.1
, pp. 1-64
-
-
Quandt, R.E.1
-
386
-
-
0001099716
-
Estimation of heteroscedastic variances in linear models
-
Rao, C.R. (1970). “Estimation of Heteroscedastic Variances in Linear Models,” Journal of the American Statistical Association, 65, 161–172.
-
(1970)
Journal of the American Statistical Association
, vol.65
, pp. 161-172
-
-
Rao, C.R.1
-
387
-
-
0000101514
-
Estimation of variance and covariance components in linear models
-
Rao, C.R. (1972). “Estimation of Variance and Covariance Components in Linear Models,” Journal of the American Statistical Association, 67, 112–115.
-
(1972)
Journal of the American Statistical Association
, vol.67
, pp. 112-115
-
-
Rao, C.R.1
-
389
-
-
0040987245
-
Simulation techniques
-
2nd edition, edited by L. Matyas and P. Sevestre, Dordrecht: Kluwer Academic
-
Richard, J.F. (1996). “Simulation Techniques,” in The Econometrics of Panel Data, 2nd edition, edited by L. Matyas and P. Sevestre, pp. 613–638. Dordrecht: Kluwer Academic.
-
(1996)
The Econometrics of Panel Data
, pp. 613-638
-
-
Richard, J.F.1
-
390
-
-
0003231616
-
Attrition in multi-wave panel data
-
edited by J. Hartog, G. Ridder, and J. Theeuwes. Amsterdam: North-Holland
-
Ridder, G. (1990). “Attrition in Multi-wave Panel Data,” in Panel Data and Labor Market Studies, edited by J. Hartog, G. Ridder, and J. Theeuwes. Amsterdam: North-Holland.
-
(1990)
Panel Data and Labor Market Studies
-
-
Ridder, G.1
-
391
-
-
38249008460
-
An empirical evaluation of some models for non-random attrition in panel data
-
Ridder, G. (1992). “An Empirical Evaluation of Some Models for Non-random Attrition in Panel Data,” Structural Change and Economic Dynamics, 3, 335–337.
-
(1992)
Structural Change and Economic Dynamics
, vol.3
, pp. 335-337
-
-
Ridder, G.1
-
392
-
-
84986409812
-
Semiparametric econometrics: A survey
-
Robinson, P.M. (1988a). “Semiparametric Econometrics: A Survey,” Journal of Applied Econometrics, 3, 35–51.
-
(1988)
Journal of Applied Econometrics
, vol.3
, pp. 35-51
-
-
Robinson, P.M.1
-
393
-
-
0000218602
-
Root-n-consistent semiparametric regression
-
Robinson, P.M. (1988b). “Root-N-Consistent Semiparametric Regression,” Econometrica, 56, 931–954.
-
(1988)
Econometrica
, vol.56
, pp. 931-954
-
-
Robinson, P.M.1
-
395
-
-
0011592460
-
The estimation of stationary stochastic regression parameters reexamined
-
Rosenberg, B. (1972). “The Estimation of Stationary Stochastic Regression Parameters Reexamined,” Journal of the American Statistical Association, 67, 650–654.
-
(1972)
Journal of the American Statistical Association
, vol.67
, pp. 650-654
-
-
Rosenberg, B.1
-
396
-
-
0000909272
-
The analysis of a cross-section of time series by stochastically convergent parameter regression
-
Rosenberg, B. (1973). “The Analysis of a Cross-Section of Time Series by Stochastically Convergent Parameter Regression,” Annals of Economic and Social Measurement, 2, 39–428.
-
(1973)
Annals of Economic and Social Measurement
, vol.2
, pp. 39-428
-
-
Rosenberg, B.1
-
398
-
-
0017133178
-
Inference and missing data
-
Rubin, D.B. (1976). “Inference and Missing Data,” Biometrica, 63, 581–592.
-
(1976)
Biometrica
, vol.63
, pp. 581-592
-
-
Rubin, D.B.1
-
399
-
-
0040166664
-
Generalized least squares applied to time-varying parameter models
-
Sant, D. (1977). “Generalized Least Squares Applied to Time-Varying Parameter Models,” Annals of Economic and Social Measurement, 6, 301–14.
-
(1977)
Annals of Economic and Social Measurement
, vol.6
, pp. 301-314
-
-
Sant, D.1
-
402
-
-
0000120766
-
Estimating the dimension of a model
-
Schwarz, G. (1978). “Estimating the Dimension of a Model,” Annals of Statistics, 6, 461–464.
-
(1978)
Annals of Statistics
, vol.6
, pp. 461-464
-
-
Schwarz, G.1
-
404
-
-
84925176130
-
-
#8204. Ecole Nationale de la Statistique et de l’Administration Economique et Unité de Recherche
-
Sevestre, P., and A. Trognon (1982). “A Note on Autoregressive Error Component Models.” #8204. Ecole Nationale de la Statistique et de l’Administration Economique et Unité de Recherche.
-
(1982)
A Note on Autoregressive Error Component Models
-
-
Sevestre, P.1
Trognon, A.2
-
405
-
-
0015405814
-
Modeling of individual pharmacokinetics for computer-aided drug dosage
-
Sheiner, L., B. Rosenberg, and K. Melmon (1972). “Modeling of Individual Pharmacokinetics for Computer-Aided Drug Dosage,” Computers and Biomedical Research, 5, 441–459.
-
(1972)
Computers and Biomedical Research
, vol.5
, pp. 441-459
-
-
Sheiner, L.1
Rosenberg, B.2
Melmon, K.3
-
406
-
-
0000997472
-
Macroeconomics and reality
-
Sims, C. (1980). “Macroeconomics and Reality,” Econometrica, 48, 1–48.
-
(1980)
Econometrica
, vol.48
, pp. 1-48
-
-
Sims, C.1
-
407
-
-
0000745315
-
Inference in linear time series models with some unit roots
-
Sims, C., J.H. Stock, and M.W. Watson (1990). “Inference in Linear Time Series Models with Some Unit Roots,” Econometrica, 58(1), 113–144.
-
(1990)
Econometrica
, vol.58
, Issue.1
, pp. 113-144
-
-
Sims, C.1
Stock, J.H.2
Watson, M.W.3
-
408
-
-
0012186103
-
Social mobility models for heterogeneous populations
-
edited by H.L. Costner, San Francisco: Jossey-Bass
-
Singer, B., and S. Spilerman (1974). “Social Mobility Models for Heterogeneous Populations,” in Sociological Methodology 1973–1974, edited by H.L. Costner, pp. 356–401. San Francisco: Jossey-Bass.
-
(1974)
Sociological Methodology 1973–1974
, pp. 356-401
-
-
Singer, B.1
Spilerman, S.2
-
409
-
-
0010898171
-
Some methodological issues in the analysis of longitudinal surveys
-
Singer, B., and S. Spilerman (1976). “Some Methodological Issues in the Analysis of Longitudinal Surveys,” Annals of Economic and Social Measurement, 5, 447–474.
-
(1976)
Annals of Economic and Social Measurement
, vol.5
, pp. 447-474
-
-
Singer, B.1
Spilerman, S.2
-
410
-
-
84925902279
-
On the estimation of structural changes: A generalization of the random coefficients regression model
-
Singh, B., A.L. Nagar, N.K. Choudhry, and B. Raj (1976). “On the Estimation of Structural Changes: A Generalization of the Random Coefficients Regression Model,” International Economic Review, 17, 340–361.
-
(1976)
International Economic Review
, vol.17
, pp. 340-361
-
-
Singh, B.1
Nagar, A.L.2
Choudhry, N.K.3
Raj, B.4
-
411
-
-
0001544709
-
Multinominal logit specification tests
-
Small, K., and C. Hsiao (1985). “Multinominal Logit Specification Tests,” International Economic Review, 26, 619–627.
-
(1985)
International Economic Review
, vol.26
, pp. 619-627
-
-
Small, K.1
Hsiao, C.2
-
412
-
-
48749132570
-
Comment on ‘benefits and limitations of data’ by c. Hsiao
-
Solon, G. (1985). “Comment on ‘Benefits and Limitations of Data’ by C. Hsiao,” Econometric Reviews, 4, 183–186.
-
(1985)
Econometric Reviews
, vol.4
, pp. 183-186
-
-
Solon, G.1
-
414
-
-
0000342340
-
Credit rationing in markets with imperfect information
-
Stiglitz, J.E., and A. Weiss (1981), “Credit Rationing in Markets with Imperfect Information,” American Economic Review, 71, 393–410.
-
(1981)
American Economic Review
, vol.71
, pp. 393-410
-
-
Stiglitz, J.E.1
Weiss, A.2
-
417
-
-
0002742432
-
Taxation and corporate investment: A q-theory approach
-
Summers, L.H. (1981). “Taxation and Corporate Investment: A q-theory Approach,” Brookings Papers on Economic Activity, 1, 67–127.
-
(1981)
Brookings Papers on Economic Activity
, vol.1
, pp. 67-127
-
-
Summers, L.H.1
-
418
-
-
0001523790
-
Efficient inference in a random coefficient regression model
-
Swamy, P.A.V.B. (1970). “Efficient Inference in a Random Coefficient Regression Model,” Econometrica, 38, 311–323.
-
(1970)
Econometrica
, vol.38
, pp. 311-323
-
-
Swamy, P.A.V.B.1
-
420
-
-
0007641402
-
Linear models with random coefficients
-
edited by P. Zarembka, New York: Academic Press
-
Swamy, P.A.V.B. (1974). “Linear Models with Random Coefficients,” in Frontiers in Econometrics, edited by P. Zarembka, pp. 143–168. New York: Academic Press.
-
(1974)
Frontiers in Econometrics
, pp. 143-168
-
-
Swamy, P.A.V.B.1
-
422
-
-
84911536367
-
Estimation of linear models with time and cross-sectionally varying coefficients
-
Swamy, P.A.V.B., and J.S. Mehta (1977). “Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients,” Journal of the American Statistical Association, 72, 890–898.
-
(1977)
Journal of the American Statistical Association
, vol.72
, pp. 890-898
-
-
Swamy, P.A.V.B.1
Mehta, J.S.2
-
424
-
-
0012936985
-
Prediction in the context of the variance-components model
-
Taub, A.J. (1979). “Prediction in the Context of the Variance-Components Model,” Journal of Econometrics, 10, 103–107.
-
(1979)
Journal of Econometrics
, vol.10
, pp. 103-107
-
-
Taub, A.J.1
-
425
-
-
0000542267
-
Small sample consideration in estimation from panel data
-
Taylor, W.E. (1980). “Small Sample Consideration in Estimation from Panel Data,” Journal of Econometrics, 13, 203–223.
-
(1980)
Journal of Econometrics
, vol.13
, pp. 203-223
-
-
Taylor, W.E.1
-
426
-
-
0001994560
-
The newgrowth evidence
-
Temple, J. (1999). “The NewGrowth Evidence,” Journal of Economic Literature, (1999), 37(1), 112–156.
-
(1999)
Journal of Economic Literature
, vol.37
, Issue.1
, pp. 112-156
-
-
Temple, J.1
-
429
-
-
84911517550
-
Conception stochastique de coefficients multiplicateurs dans l’adjustment linéaire des séries temporelles
-
Theil, H., and L.B.M. Mennes (1959). “Conception Stochastique de Coefficients Multiplicateurs dans l’Adjustment Linéaire des Séries Temporelles,” Publications de l’Institut de Statistique de l’Université de Paris, 8, 211–227.
-
(1959)
Publications De L’Institut De Statistique De L’Université De Paris
, vol.8
, pp. 211-227
-
-
Theil, H.1
Mennes, L.B.M.2
-
431
-
-
0000175291
-
Estimation of relationships for limited dependent variables
-
Tobin, J. (1958). “Estimation of Relationships for Limited Dependent Variables,” Econometrica, 26, 24–36.
-
(1958)
Econometrica
, vol.26
, pp. 24-36
-
-
Tobin, J.1
-
432
-
-
0002661755
-
A general equilibrium approach to monetary policy
-
Tobin, J. (1969). “A General Equilibrium Approach to Monetary Policy,” Journal of Money, Credit and Banking, 1, 15–29.
-
(1969)
Journal of Money, Credit and Banking
, vol.1
, pp. 15-29
-
-
Tobin, J.1
-
433
-
-
26444442761
-
Miscellaneous asymptotic properties of ordinary least squares and maximum likelihood estimators in dynamic error components models
-
Trognon, A. (1978). “Miscellaneous Asymptotic Properties of Ordinary Least Squares and Maximum Likelihood Estimators in Dynamic Error Components Models,” Annales de L’INSEE, 30-1, 631–657.
-
(1978)
Annales De L’INSEE
, vol.30
, Issue.1
, pp. 631-657
-
-
Trognon, A.1
-
435
-
-
21344481029
-
Exploiting cross-section variations for unit root inference in dynamic data
-
Quah, D. (1994). “Exploiting Cross-Section Variations for Unit Root Inference in Dynamic Data,” Economic Letters, 44, 9–19.
-
(1994)
Economic Letters
, vol.44
, pp. 9-19
-
-
Quah, D.1
-
436
-
-
0038536895
-
Two-step estimation of panel data models with censored endogenous variables and selection bias
-
Vella, F., and M. Verbeek (1999). “Two-Step Estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias,” Journal of Econometrics, 90, 239–264.
-
(1999)
Journal of Econometrics, 90
, pp. 239-264
-
-
Vella, F.1
Verbeek, M.2
-
438
-
-
0003202253
-
Incomplete panels and selection bias
-
2nd edition, edited by L. Matyas and P. Sevester. Dordercht: Kluwer Academic
-
Verbeek, M., and TH.E. Nijman (1996). “Incomplete Panels and Selection Bias,” in the Econometrics of Panel Data, 2nd edition, edited by L. Matyas and P. Sevester. Dordercht: Kluwer Academic.
-
(1996)
Econometrics of Panel Data
-
-
Verbeek, M.1
Nijman, T.H.2
-
439
-
-
84910452530
-
Relative wage equations for u.S. manufacturing industries 1947–1967
-
Wachter, M.L. (1970). “Relative Wage Equations for U.S. Manufacturing Industries 1947–1967,” Review of Economics and Statistics, 52, 405–10.
-
(1970)
Review of Economics and Statistics
, vol.52
, pp. 405-410
-
-
Wachter, M.L.1
-
440
-
-
0008260694
-
The use of error components models in combining cross-section with time series data
-
Wallace, T.D., and A. Hussain (1969). “The Use of Error Components Models in Combining Cross-Section with Time Series Data,” Econometrica, 37, 55–72.
-
(1969)
Econometrica
, vol.37
, pp. 55-72
-
-
Wallace, T.D.1
Hussain, A.2
-
441
-
-
0345895431
-
Gmm estimation in panel data models with measurement error
-
Wansbeek, T.J. (2001). “GMM Estimation in Panel Data Models with Measurement Error,” Journal of Econometrics, 104, 259–268.
-
(2001)
Journal of Econometrics
, vol.104
, pp. 259-268
-
-
Wansbeek, T.J.1
-
442
-
-
0030537318
-
On iv, gmm and ml in a dynamic panel data model
-
Wansbeek, T.J., and P.A. Bekker (1996). “On IV, GMM and ML in a Dynamic Panel Data Model,” Economic Letters, 51, 145–152.
-
(1996)
Economic Letters
, vol.51
, pp. 145-152
-
-
Wansbeek, T.J.1
Bekker, P.A.2
-
443
-
-
0012938901
-
The separation of individual variation and systematic change in the analysis of panel data
-
Wansbeek, T.J., and A. Kapteyn (1978). “The Separation of Individual Variation and Systematic Change in the Analysis of Panel Data,” Annales de I’INSEE, 30-31, 659–680.
-
(1978)
Annales De I’INSEE
, vol.30-31
, pp. 659-680
-
-
Wansbeek, T.J.1
Kapteyn, A.2
-
444
-
-
0347469545
-
A class of decompositions of the variance–covariance matrix of a generalized error components model
-
Wansbeek, T.J., and A. Kapteyn (1982). “A Class of Decompositions of the Variance–Covariance Matrix of a Generalized Error Components Model,” Econometrica, 50, 713–24.
-
(1982)
Econometrica
, vol.50
, pp. 713-724
-
-
Wansbeek, T.J.1
Kapteyn, A.2
-
446
-
-
0000095552
-
A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity
-
White, H. (1980). “A Heteroscedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroscedasticity,” Econometrica, 48, 817–838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
447
-
-
0002644952
-
Maximum likelihood estimation of misspecified models
-
White, H. (1982). “Maximum Likelihood Estimation of Misspecified Models,” Econometrica, 50, 1–25.
-
(1982)
Econometrica
, vol.50
, pp. 1-25
-
-
White, H.1
-
448
-
-
0004239437
-
Distribution-free estimation of some nonlinear panel data models
-
Wooldridge, J.M. (1999). “Distribution-Free Estimation of Some Nonlinear Panel Data Models,” Journal of Econometrics, 90, 77–98.
-
(1999)
Journal of Econometrics
, vol.90
, pp. 77-98
-
-
Wooldridge, J.M.1
-
449
-
-
0007335108
-
-
Research Memorandum 20. Statistical Laboratory, Department of Education, University of Chicago
-
Wright, B.D., and G. Douglas (1976). “Better Procedures for Sample-Free Item Analysis,” Research Memorandum 20. Statistical Laboratory, Department of Education, University of Chicago.
-
(1976)
Better Procedures for Sample-Free Item Analysis
-
-
Wright, B.D.1
Douglas, G.2
-
451
-
-
84946357749
-
An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias
-
Zellner, A. (1962). “An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias,” Journal of the American Statistical Association, 57, 348–368. 352
-
(1962)
Journal of the American Statistical Association
, vol.57
-
-
Zellner, A.1
-
453
-
-
0001075024
-
Estimation of regression relationships containing unobservable variables
-
Zellner, A. (1970). “Estimation of Regression Relationships Containing Unobservable Variables,” International Economic Review, 11, 441–454.
-
(1970)
International Economic Review
, vol.11
, pp. 441-454
-
-
Zellner, A.1
-
454
-
-
0347472102
-
Forecasting turning points in international output growth rates using bayesian exponentially weighted autoregression, time varying parameter and pooling techniques
-
Zellner, A., C. Hong, and C.K. Min (1991). “Forecasting Turning Points in International Output Growth Rates Using Bayesian Exponentially Weighted Autoregression, Time Varying Parameter and Pooling Techniques,” Journal of Econometrics, 49, 275–304.
-
(1991)
Journal of Econometrics
, vol.49
, pp. 275-304
-
-
Zellner, A.1
Hong, C.2
Min, C.K.3
-
455
-
-
0002050823
-
Three stage least squares: Simultaneous estimation of simultaneous equations
-
Zellner, A., and H. Theil (1962). “Three Stage Least Squares: Simultaneous Estimation of Simultaneous Equations,” Econometrica, 30, 54–78.
-
(1962)
Econometrica
, vol.30
, pp. 54-78
-
-
Zellner, A.1
Theil, H.2
-
456
-
-
0000801689
-
Efficient estimation with panel data when instruments are predetermined: An empirical comparison of moment-condition estimators
-
Ziliak, J.P. (1997). “Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators,” Journal of Business and Economic Statistics, 15, 419–431.
-
(1997)
Journal of Business and Economic Statistics
, vol.15
, pp. 419-431
-
-
Ziliak, J.P.1
|