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Efficient estimation of models for dynamic panel data

Journal of Econometrics · 1995 · Vol. 68(1) · pp. 5–27

Seung C. Ahn(Arizona State University)Peter Schmidt✉(Michigan State University)

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Spatial and Panel Data Analysis Fiscal Policy and Economic Growth Regional Economics and Spatial AnalysisMoment (physics)Panel dataQuadratic equationGeneralized method of momentsNonlinear systemEconometricsEstimationApplied mathematicsMathematicsComputer science

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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

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

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Efficient estimation of models for dynamic panel data

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Estimating Vector Autoregressions with Panel Data

Econometrica · 1988 · 4,200 citations

On the Pooling of Time Series and Cross Section Data

Econometrica · 1978 · 5,056 citations

Analysis of Covariance with Qualitative Data

The Review of Economic Studies · 1980 · 2,661 citations

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