PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821): Difference between revisions

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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Transition Modeling and Econometric Convergence Tests
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+Nonstationary panel data analysis: an overview of some recent developments
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+Q5475042
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+Understanding spurious regressions in econometrics
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+The Exact Distribution of the SUR Estimator
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
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+Formulation and estimation of dynamic models using panel data
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+Estimating long-run relationships from dynamic heterogeneous panels
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+Efficient estimation of models for dynamic panel data
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+Biases in Dynamic Models with Fixed Effects
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+Consistent Estimates Based on Partially Consistent Observations
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+GMM Estimation of Autoregressive Roots Near Unity with Panel Data
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+ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
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+Incidental trends and the power of panel unit root tests
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+Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Testing for a unit root in panels with dynamic factors
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+A Contribution to the Empirics of Economic Growth
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+Spurious regression and residual-based tests for cointegration in panel data
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+Testing for unit roots in heterogeneous panels.
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+GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Spurious regressions in econometrics
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+Exploiting cross-section variation for unit root inference in dynamic data
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+Indirect inference for dynamic panel models
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