Anderson, T.W.; and C. Hsiao. “Formulation and Estimation of Dynamic Models Using Panel Data.” Journal of Econometrics 18, no. 1 (January 1982), pp. 47–82.
Arellano, M.; and S. Bond. “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations.” Review of Economic Studies 58, no. 2 (April 1991), pp. 277–297.
Arellano, M.; and O. Bover. “Another Look at the Instrumental Variable Estimation of Error Component Models.” Journal of Econometrics 68, no. 1 (July 1995), pp. 29–52.
Baum, C.F. “Stata: The Language of Choice for Time Series Analysis?” The Stata Journal 1, no. 1 (2001), pp. 1–16.
Blundell, R.; and S. Bond. “Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.” ...
Get Building Better Econometric Models Using Cross Section and Panel Data now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
