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Efficient estimation of models for dynamic panel data
Ahn, S.C.; Schmidt, P.
Another look at the instrumental variable estimation of error-components models
Arellano, M.; Bover, O.
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Estimating long-run relationships from dynamic heterogeneous panels
Pesaran, M.H.; Smith, R.
Selection corrections for panel data models under conditional mean independence assumptions
Testing AR(1) against MA(1) disturbances in an error component model
Baltagi, B.H.; Li, Q.
How representative are matched cross-sections? Evidence from the Current Population Survey
Peracchi, F.; Welch, F.
Interarea indexes of the cost of shelter using hedonic quality adjustment techniques
A new framework for analyzing survey forecasts using three-dimensional panel data
Davies, A.; Lahiri, K.
An unobserved component panel data model to study the effect of earnings surprises on stock prices, trading volumes, and spreads
Maddala, G.S.; Nimalendran, M.
Econometric estimates of price indexes for personal computers in the 1990's
Berndt, E.R.; Griliches, Z.; Rappaport, N.J.
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