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References from Estimating dynamic models from time series of independent cross-sections. Local targets link to admitted publications; unresolved targets remain external evidence.
Some test of specification for panel data: Monte Carlo evidence and an application to employment equations
10.2307/2297968 · 1991 · External reference
Another look at the instrumental-variable estimation of error-components models
10.1016/0304-4076(94)01642-d · 1995 · External reference
Consumption growth, the interest rate and aggregation
10.2307/2298128 · 1993 · External reference
Consumer demand and the life-cycle allocation of household expenditures
10.2307/2297877 · 1994 · External reference
A profitable approach to labour supply and commodity demand over the life-cycle
10.2307/1911653 · 1985 · External reference
Panel data from time series of cross-sections
10.1016/0304-4076(85)90134-4 · 1985 · External reference
Large sample properties of generalized method of moments estimators
10.2307/1912775 · 1982 · External reference
Identification and estimation of dynamic models with a time series of repeated cross-sections
10.1016/0304-4076(93)90041-3 · 1993 · External reference
Biases in dynamic models with fixed effects
10.2307/1911408 · 1981 · External reference
Can cohort data be treated as genuine panel data?
10.1007/bf01192471 · 1992 · External reference
Minimum MSE estimation of a regression model with fixed effects from a series of cross-sections
10.1016/0304-4076(93)90042-4 · 1993 · External reference
