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A note on autoregressive error components models
6 references·16 citing·37 second hop
A note on autoregressive error components models (1985)A note on autoregressive error components…Formulation and estimation of dynamic models using panel data (1982)Formulation and estimation of…Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …The Use of Variance Components Models in Pooling Cross Section and Time Series Data (1971)The Use of Variance Component…Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections (1971)Further Evidence on the Estim…Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas (1966)Pooling Cross Section and Tim…Effect of institutional quality on FDI inflows in South Asian and Southeast Asian countries (2024)Effect of institutional quali…Reprint of: Initial conditions and moment restrictions in dynamic panel data models (2023)Reprint of: Initial condition…ICT, infrastructure, and tourism development in Africa (2019)ICT, infrastructure, and tour…From Data to Causes II: Comparing Approaches to Panel Data Analysis (2019)From Data to Causes II: Compa…Bias correction in the estimation of dynamic panel models in corporate finance (2014)Bias correction in the estima…The R&D tax credit in France: assessment and ex ante evaluation of the 2008 reform (2013)The R&D tax credit in France:…Estimating and Forecasting with a Dynamic Spatial Panel Data Model* (2013)Estimating and Forecasting wi…Measuring financial inclusion: An Axiomatic approach (2012)Measuring financial inclusion…Dynamiczne modele panelowe w badaniach ekonomicznych (2011)Dynamiczne modele panelowe w …Dynamic Models for Short Panels (2008)Dynamic Models for Short Pane…A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models (2004)A Comparative Analysis of Dif…Habit persistence in effective tax rates (2003)Habit persistence in effectiv…Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models (1997)Parameters of interest, nuisa…Formulation and Estimation of Econometric Models for Panel Data (1996)Formulation and Estimation of…Dynamic Linear Models (1996)Dynamic Linear ModelsA survey of recent theoretical developments in the econometrics of panel data (1992)A survey of recent theoretica…Specification Tests in Econometrics (1978)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences (2000)When Information Dominates Comparison: A Panel Data Analysis Using Russian Subjective Data (2002)Logistics and economic growth: a panel data approach (2011)Initial conditions and moment restrictions in dynamic panel data models (1998)Estimation Strategies for a Spatial Dynamic Panel using GMM. 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this work references cited by second hop

References

  • 1982Formulation and estimation of dynamic models using panel data2,852 cited
  • 1981Estimation of Dynamic Models with Error Components2,326 cited
  • 1966Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas1,005 cited
  • 1971The Use of Variance Components Models in Pooling Cross Section and Time Series Data516 cited
  • 1971Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections505 cited
  • 1981Estimation of Dynamic Models with Error Components302 cited

Cited by

  • 2019ICT, infrastructure, and tourism development in Africa202 cited
  • 2019From Data to Causes II: Comparing Approaches to Panel Data Analysis126 cited
  • 2013Estimating and Forecasting with a Dynamic Spatial Panel Data Model*125 cited
  • 1996Dynamic Linear Models90 cited
  • 2012Measuring financial inclusion: An Axiomatic approach83 cited
  • 2014Bias correction in the estimation of dynamic panel models in corporate finance68 cited
  • 2013The R&D tax credit in France: assessment and ex ante evaluation of the 2008 reform64 cited
  • 2011Dynamiczne modele panelowe w badaniach ekonomicznych63 cited
  • 1997

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Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models
61 cited
  • 1996Formulation and Estimation of Econometric Models for Panel Data58 cited
  • 1992A survey of recent theoretical developments in the econometrics of panel data57 cited
  • 2023Reprint of: Initial conditions and moment restrictions in dynamic panel data models56 cited
  • 2008Dynamic Models for Short Panels54 cited
  • 2004A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models53 cited
  • 2024Effect of institutional quality on FDI inflows in South Asian and Southeast Asian countries52 cited
  • 2003Habit persistence in effective tax rates45 cited