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Formulation and Estimation of Econometric Models for Panel Data

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  • Nerlove, Marc

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  • Nerlove, Marc, 1995. "Formulation and Estimation of Econometric Models for Panel Data," Working Papers 197824, University of Maryland, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:umdrwp:197824
    DOI: 10.22004/ag.econ.197824
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    References listed on IDEAS

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    1. Alok Bhargava & J. D. Sargan, 2006. "Estimating Dynamic Random Effects Models From Panel Data Covering Short Time Periods," World Scientific Book Chapters, in: Econometrics, Statistics And Computational Approaches In Food And Health Sciences, chapter 1, pages 3-27, World Scientific Publishing Co. Pte. Ltd..
    2. Alan P. Kirman, 1992. "Whom or What Does the Representative Individual Represent?," Journal of Economic Perspectives, American Economic Association, vol. 6(2), pages 117-136, Spring.
    3. Maddala, G S, 1971. "The Use of Variance Components Models in Pooling Cross Section and Time Series Data," Econometrica, Econometric Society, vol. 39(2), pages 341-358, March.
    4. McFadden, Daniel, 1989. "A Method of Simulated Moments for Estimation of Discrete Response Models without Numerical Integration," Econometrica, Econometric Society, vol. 57(5), pages 995-1026, September.
    5. Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
    6. Griliches, Zvi & Hausman, Jerry A., 1986. "Errors in variables in panel data," Journal of Econometrics, Elsevier, vol. 31(1), pages 93-118, February.
    7. Nerlove, Marc, 1983. "Expectations, Plans, and Realizations in Theory and Practice," Econometrica, Econometric Society, vol. 51(5), pages 1251-1279, September.
    8. Griliches, Zvi, 1986. "Economic data issues," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 25, pages 1465-1514, Elsevier.
    9. Bewley,Truman F. (ed.), 1995. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521467254.
    10. Baltagi, Badi H & Raj, Baldev, 1992. "A Survey of Recent Theoretical Developments in the Econometrics of Panel Data," Empirical Economics, Springer, vol. 17(1), pages 85-109.
    11. Nerlove, Marc, 1971. "Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections," Econometrica, Econometric Society, vol. 39(2), pages 359-382, March.
    12. Heckman, James J, 1990. "Varieties of Selection Bias," American Economic Review, American Economic Association, vol. 80(2), pages 313-318, May.
    13. Bewley,Truman F. (ed.), 1995. "Advances in Econometrics," Cambridge Books, Cambridge University Press, number 9780521467261.
    14. Anderson, T. W. & Hsiao, Cheng, 1982. "Formulation and estimation of dynamic models using panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 47-82, January.
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    Cited by:

    1. Carton, Christine, 2008. "Crecimiento economico en America Latina: Evidencias desde una perspectiva Kaldoriana [Economic growth in Latin America: Evidence from a Kaldorian perspective]," MPRA Paper 8696, University Library of Munich, Germany.

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