Editorial: Celebrating 40 years of panel data analysis: past, present and future
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Publication:2224972
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Cites work
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- Bounds on Parameters in Panel Dynamic Discrete Choice Models
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
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- Estimating long-run relationships from dynamic heterogeneous panels
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- Estimation of Dynamic Models with Error Components
- Estimation of heterogeneous panels with structural breaks
- Estimation of panel data models with parameter heterogeneity when group membership is unknown
- Fixed T dynamic panel data estimators with multifactor errors
- Functional differencing
- Grouped patterns of heterogeneity in panel data
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- Identifying latent structures in panel data
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- Instrumental-Variable Estimation of an Error-Components Model
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- Multivariate regression models for panel data
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- Robust Priors in Nonlinear Panel Data Models
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
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- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Split-panel jackknife estimation of fixed-effect models
- Structure identification in panel data analysis
- Testing slope homogeneity in large panels
- Testing slope homogeneity in large panels with serial correlation
- The Granular Origins of Aggregate Fluctuations
- The Oxford handbook of panel data
- The econometrics of multi-dimensional panels. Theory and applications
- Transformations for Estimation of Linear Models with Nested-Error Structure
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
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