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

Journal of Econometrics · 1995 · Vol. 68(1) · pp. 29–51

Manuel Arellano✉(Centro de Estudios Monetarios y Financieros)Olympia Bover(Bank of Spain)

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Spatial and Panel Data Analysis Monetary Policy and Economic Impact Fiscal Policy and Economic GrowthEstimatorInstrumental variableTransformation (genetics)OrthogonalityMathematicsEconometricsInvariant (physics)AutocorrelationAdditive modelErrors-in-variables models

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References

Panel data and unobservable individual effects

Journal of Econometrics · 1981 · 2,354 citations

Multivariate regression models for panel data

Journal of Econometrics · 1982 · 1,269 citations

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

The Review of Economic Studies · 1991 · 32,287 citations

Formulation and estimation of dynamic models using panel data

Journal of Econometrics · 1982 · 2,844 citations

Large Sample Properties of Generalized Method of Moments Estimators

Econometrica · 1982 · 13,720 citations

Efficient estimation of models for dynamic panel data

Journal of Econometrics · 1995 · 1,052 citations

Estimating Vector Autoregressions with Panel Data

Econometrica · 1988 · 4,200 citations

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