Formulation and estimation of dynamic models using panel data
Bibliographic Data
| ID | 23332601 |
|---|---|
| Authors | T W Anderson (University of Toronto), Cheng Hsiao (0009-0000-6436-0310, University of Toronto) |
| Year | 1982 |
| Volume | 18 |
| Issue | 1 |
| Pages | 47-82 |
| Publication date | 1982-01-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Journal of Econometrics (JOURNAL) |
| Journal identifiers | ISSN: 0304-4076 • E-ISSN: 1872-6895 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/0304-4076(82)90095-1 |
| OpenAlex | W2027382631 |
| Language | EN |
| Citations received | 310 |
| References cited | 23 |
Data mining · Econometrics · Economics · Estimation · Estimator · Fixed effects model · Longitudinal data · Panel data · Regression · Regression analysis · Sampling (signal processing) · Series (stratigraphy) · Statistics · Time series · Variety (cybernetics) · Computer Science · Economic and Environmental Valuation · Mathematics · Regional Economics and Spatial Analysis · Spatial and Panel Data Analysis
Are Fiscal Adjustments Contractionary?
Do PIB investidos em educação
To Lag or Not to Lag
Análisis del endeudamiento de los hogares colombianos
Análisis de datos de panel en ciencia política
Does persistence of social exclusion exist in Spain
Spatiotemporal Models for Small‐area Social Indicators
Testing for fiscal competition among French municipalities
Latinos and Representative Bureaucracy Testing the Thompson and Henderson Hypotheses1
Age structure effects and growth in the OECD, 1950-1990
Modeling Employment Dynamics With State Dependence and Unobserved Heterogeneity
Investissement des entreprises et contraintes financières en France et aux États-Unis
Pandemic Shocks and Household Spending
Entrepreneurship versus joblessness
Mexico
Une analyse dynamique des déterminants des investissements directs étrangers dans les pays de la Communauté Économique Des États de l'Afrique de l'Ouest (Cedeao)
Fiscal redistribution around elections when democracy is not “the only game in town”
Political budget cycles in the European Union and the impact of political pressures
Wage Inequality and Varieties of Capitalism
The Impact of International Trade on Democracy
Explaining the Upswing in Direct Investment
The Economic Growth Impact of Hurricanes
Exports and Wage Premiums
Saving, Growth, and Investment
Beggar Thy Neighbor? The In-State, Out-of-State, and Aggregate Effects of R&D Tax Credits
Trade Induced Technical Change? The Impact of Chinese Imports on Innovation, IT and Productivity
Energy Security Risk Across the European Union
Insurance within the Firm
Land Accumulation Dynamics in Developing Country Agriculture
Ethnicity and Leadership Succession in Africa
Wages and Product Market Power
Profit Sharing and the Financial Performance of Companies
Distribution, Aggregate Demand and Unemployment in OECD Countries
Estimating Vector Autoregressions with Panel Data
Party Control, Party Competition and Public Service Performance
The Anarchy of Numbers
Social Structure and Development
Some Tests of Specification for Panel Data
Corporate Governance, Competition, and Political Parties
What are the Empirical Determinants of International Tourist Arrivals and Expenditures?
Panel Data Econometrics
Longitudinal and Panel Data
Effects of the Minimum Wage on Employment Dynamics
Identification Properties of Recent Production Function Estimators
From Education to Democracy?
How to do Xtabond2
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Estimation of Panel Vector Autoregression in Stata
What have We Learnt from the Convergence Debate?
The impact of innovation and technology investments on carbon emissions in selected organisation for economic Co-operation and development countries
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
The use of time series processes to model the error structure of earnings in a longitudinal data analysis
Determinants of Tourist Arrivals in Africa
Blunt Instruments
Are Student Absences Worth the Worry in U.S. Primary Schools?
Reevaluating the modernization hypothesis
Income and Democracy
What are the determinants of the location of foreign direct investment? The Chinese experience
On doing relevant and rigorous experiments
Immigration and Housing Booms
Public R&d Policies and Private R&d Investment
Estimation and Inference in Dynamic Unbalanced Panel-data Models with a Small Number of Individuals
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Inference for unit roots in dynamic panels where the time dimension is fixed
Panel data analysis—advantages and challenges
How to do Xtabond2
Unit root tests in panel data
Another look at the instrumental variable estimation of error-components models
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
Technological relatedness and asymmetrical firm productivity gains under market reforms in China
Hospital Staffing Decisions
Volatility, Growth and Aggregation
The Impact of Foreign Direct Investment on Environment Degradation
Residential CO2 Emissions in Europe and Carbon Taxation
PPP Strikes Back
Growth and Volatility Revisited
Consumption patterns of indebted households
A Dynamic Analysis of Air Pollution
The impact of mergers and acquisitions on company employment in the United Kingdom
How effective are public health departments at preventing mortality
The unintended consequence of Indonesia’s mineral export ban
Investigating effects of ICT infrastructure on economic growth
Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes
Quantitative evidence of the community of shared future for mankind as a driver of sustainable development in human society
Foreign direct investment, total factor productivity, and economic growth
Nordic environmental resilience
Bank Competition in Africa
Impact of cyclones on manufacturing firms in India
Natural resources and income inequality
The nonlinear effects of tourism on rural income inequality and urban–rural income inequality
Do institutions matter for tourism spending
Yeşil Büyüme Sürecinde Farklı Ülke Grupları İçin Farklı Politikaların Gerekliliği Üzerine Bir İnceleme
Pandemic‐induced uncertainty and tourism demand
High spatial and temporal detail in timely prediction of tourism demand
Heterogeneous autoregressions in short T panel data models
Judges and court performance
Co-offending and the Persistence of Violence
Why Has Labor Productivity Slowed Down in the Era of Financialization
A bias-corrected fixed effects estimator in the dynamic panel data model
Simultaneity in binary outcome models with an application to employment for couples
Panel Data and Unobservable Individual Effects
Regression Analysis when the Dependent Variable Is Truncated Normal
The use of time series processes to model the error structure of earnings in a longitudinal data analysis
Estimation of Dynamic Models with Error Components
On the Pooling of Time Series and Cross Section Data
Kinometrics
| Unique citing works | 310 |
|---|---|
| Citations per year | 7,05 |
| Citation span | 1982 - 2026 (45) |
| Citation velocity | current |
| Highly cited | Yes |
| Citation types | Neutral: 275 |