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Citations for "Some Strange Properties of Panel Data Estimators"

by Donald Robertson & James Symons

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  1. Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 91, Center for Policy Research, Maxwell School, Syracuse University.
  2. Talan B. Iscan, 1998. "The Terms of Trade, Productivity Shocks, and The Current Account," Department of Economics at Dalhousie University working papers archive, Dalhousie, Department of Economics global, Dalhousie, Department of Economics.
  3. José Varejão & Pedro Portugal, 2007. "Spatial and Temporal Aggregation in the Estimation of Labor Demand Functions," Working Papers, Banco de Portugal, Economics and Research Department w200704, Banco de Portugal, Economics and Research Department.
  4. International Monetary Fund, 2012. "Commodity Price Volatility and the Sources of Growth," IMF Working Papers 12/12, International Monetary Fund.
  5. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2003. "Do capital flows respond to risk and return?," Policy Research Working Paper Series 3059, The World Bank.
  6. Badi H. Baltagi & Georges Bresson & James M. Griffin & Alain Pirotte, 2002. "Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data A6-4, International Conferences on Panel Data.
  7. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back: Aggregation and the Real Exchange Rate," IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences 0307, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  8. F. De Graeve & O. De Jonghe & R. Vander Vennet, 2004. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration 04/261, Ghent University, Faculty of Economics and Business Administration.
  9. Horváth, Csilla & Wieringa, Jaap E., 2003. "Combining time series and cross sectional data for the analysis of dynamic marketing systems," Research Report 03F13, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  10. Haroon Mumtaz & Jean Imbs & Morten O. Ravn & Helene Rey, 2003. "PPP Strikes Back," IMF Working Papers 03/68, International Monetary Fund.
  11. Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 9215, Faculty of Economics, University of Cambridge.
  12. Haroon Mumtaz & Özlem Oomen & Jian Wang, 2011. "Exchange rate pass-through into U.K. import prices: evidence from disaggregated data," Staff Papers, Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas, issue June.
  13. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2009. "Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests," Regional Studies, Taylor & Francis Journals, Taylor & Francis Journals, vol. 43(1), pages 63-76.
  14. Marika Karanassou & Hector Sala & Dennis J. Snower, 2002. "Unemployment in the European Union: A Dynamic Reappraisal," Working Papers, Queen Mary, University of London, School of Economics and Finance 480, Queen Mary, University of London, School of Economics and Finance.
  15. Alessandro Rebucci, 2003. "On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications," IMF Working Papers 03/73, International Monetary Fund.
  16. Talan B. Iscan & U.L. Gouranga Rao, 2000. "Investment and the Current Account: A Triangular Model of the G-7 Key words: Investment; current account; triangular simultaneous equations model; random coefficients regression model," Department of Economics at Dalhousie University working papers archive, Dalhousie, Department of Economics rao, Dalhousie, Department of Economics.
  17. Carlos Arango & Angélica Pachón, 2004. "Minimum Wages in Colombia: Holding the Middle with a Bite," BORRADORES DE ECONOMIA 003224, BANCO DE LA REPÚBLICA.
  18. Fedderke, Johannes & Klitgaard, Robert, 2013. "How Much Do Rights Matter?," World Development, Elsevier, Elsevier, vol. 51(C), pages 187-206.
  19. Koedijk, Kees G. & Tims, Ben & van Dijk, Mathijs A., 2011. "Why panel tests of purchasing power parity should allow for heterogeneous mean reversion," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(1), pages 246-267, February.
  20. Zongwu Cai & Qi Li, 2013. "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Papers 2013-10-14, Working Paper.
  21. David J. Mckenzie, 2001. "The Impact of Capital Controls on Growth Convergence," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, Chung-Ang Unviersity, Department of Economics, vol. 26(1), pages 1-25, June.
  22. Herbert Brücker & Boriss Siliverstovs, 2006. "On the estimation and forecasting of international migration: how relevant is heterogeneity across countries?," Empirical Economics, Springer, Springer, vol. 31(3), pages 735-754, September.
  23. John Pollner, 2012. "Financial and Fiscal Instruments for Catastrophe Risk Management : Addressing Losses from Flood Hazards in Central Europe," World Bank Publications, The World Bank, number 9381, August.
  24. Brissimis, Sophocles N. & Kosma, Theodora S., 2007. "Market power and exchange rate pass-through," International Review of Economics & Finance, Elsevier, Elsevier, vol. 16(2), pages 202-222.
  25. Koedijk, C.G. & Tims, B. & van Dijk, M.A., 2005. "Purchasing Power Parity and Heterogeneous Mean Reversion," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm ERS-2005-085-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  26. Johannes Fedderke & Robert Klitgaard & Kamil Akramov, 2011. "Heterogeneity Happens: How Rights Matter in Economic Development," Working Papers 220, Economic Research Southern Africa.
  27. Laura Serlenga, 2002. "Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels," series, Dipartimento di Scienze Economiche e Metodi Matematici - Università di Bari 0005, Dipartimento di Scienze Economiche e Metodi Matematici - Università di Bari, revised Feb 2002.
  28. Joseph Byrne & Giorgio Fazio & Davide Piacentino, 2005. "Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence," ERSA conference papers ersa05p591, European Regional Science Association.
  29. Loayza, Norman & Ranciere, Romain, 2004. "Financial development, financial fragility, and growth," Policy Research Working Paper Series 3431, The World Bank.
  30. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2004. "Greenfield foreign direct investment and mergers and acquisitions - feedback and macroeconomic effects," Policy Research Working Paper Series 3192, The World Bank.
  31. A. Di Liberto & J. Symons, 1999. "Some Econometric Issues In Convergence Regressions," Working Paper CRENoS 199904, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  32. Per Pettersson, 2000. "Do Parties Matter for Fiscal Policy Choices," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1373, Econometric Society.
  33. Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101.
  34. Rebucci, Alessandro, 2010. "Estimating VARs with long stationary heterogeneous panels: A comparison of the fixed effect and the mean group estimators," Economic Modelling, Elsevier, Elsevier, vol. 27(5), pages 1183-1198, September.
  35. Carlos A.Arango & Angélica Pachón, . "Minimum Wages in Colombia: Holding the Middle With a Bite on the Poor," Borradores de Economia 280, Banco de la Republica de Colombia.
  36. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University 16, Center for Policy Research, Maxwell School, Syracuse University.
  37. Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 19(3), pages 263-286.
  38. Marta Simões, 2004. "The Education-growth Nexus Across OECD Countries: Schooling Levels and Parameter Heterogeneity," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade c009_029, DEGIT, Dynamics, Economic Growth, and International Trade.
  39. Raddatz, Claudio, 2009. "The wrath of God : macroeconomic costs of natural disasters," Policy Research Working Paper Series 5039, The World Bank.
  40. Megumi Kubota, . "Real Exchange Rate Misalignments: Theoretical Modelling and Empirical Evidence," Discussion Papers, Department of Economics, University of York 09/24, Department of Economics, University of York.
  41. Calderon, Cesar & Loayza, Norman & Serven, Luis, 2000. "External sustainability : a stock equilibrium perspective," Policy Research Working Paper Series 2281, The World Bank.
  42. David Stasavage, 2000. "Private investment and political uncertainty," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 6653, London School of Economics and Political Science, LSE Library.
  43. Florian Pelgrin & Sebastian Schich, 2004. "National Saving-Investment Dynamics and International Capital Mobility," Working Papers, Bank of Canada 04-14, Bank of Canada.
  44. Ciaran Driver & Katsushi Imai & Paul Temple & Giovanni Urga, 2002. "The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data B3-4, International Conferences on Panel Data.
  45. Bettina Becker & Stephen Hall, 2013. "Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption," Economic Change and Restructuring, Springer, Springer, vol. 46(2), pages 183-202, May.
  46. Chandran, V.G.R. & Tang, Chor Foon, 2013. "The impacts of transport energy consumption, foreign direct investment and income on CO2 emissions in ASEAN-5 economies," Renewable and Sustainable Energy Reviews, Elsevier, Elsevier, vol. 24(C), pages 445-453.
  47. Iscan, Talan B., 2000. "The terms of trade, productivity growth and the current account," Journal of Monetary Economics, Elsevier, Elsevier, vol. 45(3), pages 587-611, June.
  48. Chandran Govindaraju, V.G.R. & Tang, Chor Foon, 2013. "The dynamic links between CO2 emissions, economic growth and coal consumption in China and India," Applied Energy, Elsevier, Elsevier, vol. 104(C), pages 310-318.
  49. Alessandra Venturini & Riccardo Faini, 2008. "Development and Migration: Lessons from Southern Europe," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY wp10_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY.
  50. Alexiou, Constantinos & Argitis, Georgios, 2005. "Macroeconomic Policy and Unemployment: Empirical Evidence from the Euroland," Review of Applied Economics, Review of Applied Economics, Review of Applied Economics, vol. 1(1).
  51. Dybczak, Kamil & Melecky, Martin, 2014. "EU fiscal stance vulnerability: Are the old members the gold members?," Economic Modelling, Elsevier, Elsevier, vol. 38(C), pages 87-101.
  52. David Stasavage, 2000. "Private Investment and Political Uncertainty," STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers, Suntory and Toyota International Centres for Economics 25, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  53. Andreas Steiner, 2011. "Do dynamics and heterogeneity in panel data models matter?," Empirical Economics, Springer, Springer, vol. 40(1), pages 165-176, February.
  54. Reibling, Nadine, 2013. "The international performance of healthcare systems in population health: Capabilities of pooled cross-sectional time series methods," Health Policy, Elsevier, Elsevier, vol. 112(1), pages 122-132.
  55. Jose Eduardo de A. Ferreira, 2006. "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics, Department of Economics, University of Kent 0603, Department of Economics, University of Kent.
  56. Baltagi, Badi H. & Griffin, James M., 1997. "Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline," Journal of Econometrics, Elsevier, Elsevier, vol. 77(2), pages 303-327, April.
  57. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank.
  58. Robert P. Trost & G.S. Maddala & Hongyi Li, 1996. "Estimation des élasticités de court et de long termes de la demande d'électricité sur données de panel à partir d'estimateurs à rétrécisseur," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 126(5), pages 127-141.
  59. César Calderón & Norman Loayza & Luis Servén, 2001. "International Portfolio Diversification: The Role of Risk and Return," Working Papers Central Bank of Chile, Central Bank of Chile 94, Central Bank of Chile.
  60. Hendricks, Nathan P. & Smith, Aaron D., 2012. "Comparing the Bias of Dynamic Panel Estimators in Multilevel Panels: Individual versus Grouped Data," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington, Agricultural and Applied Economics Association 124548, Agricultural and Applied Economics Association.
  61. Ehsan Rajabi & Junaina Muhammad, 2014. "Does The Government Size Cause Economic Growth? Empirical Evidence from Selected ASEAN Countries," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 3-20.
  62. McKenzie, D.J.David J., 2004. "Asymptotic theory for heterogeneous dynamic pseudo-panels," Journal of Econometrics, Elsevier, Elsevier, vol. 120(2), pages 235-262, June.
  63. David Brasington, 2002. "Differences in the Production of Education Across Regions and Urban and Rural Areas," Regional Studies, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(2), pages 137-145.
  64. Haroon Mumtaz & Özlem Oomen & Jian Wang, 2006. "Exchange rate pass-through into UK import prices," Bank of England working papers, Bank of England 312, Bank of England.