Recent Developments in the Econometrics of Panel Data (The International Library of Critical Writings in Econometrics Series #9), Vol. 1 Book

Vol. 1
	Acknowledgements	vii
	Introduction	ix
Part I	Dynamic Panels and Gmm
1.	'Efficient Estimation of Models for Dynamic Panel Data', Journal of Econometrics, 68, 5-27 (1995)	3
2.	'Efficient Estimation of Dynamic Panel Data Models: Alternative Assumptions and Simplified Estimation', Journal of Econometrics, 76, 309-21 (1997)	26
3.	'Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data', Journal of Business and Economic Statistics, 17 (1), January, 36-49 (1999)	39
4.	'Another Look at the Instrumental Variable Estimation of Error-Components Models', Journal of Econometrics, 68, 29-51 (1995)	53
5.	'Initial Conditions and Moment Restrictions in Dynamic Panel Data Models', Journal of Econometics, 87, 115-43 (1998)	76
6.	'Parameters of Interest, Nuisance Parameters and Orthogonality Conditions: An Application to Autoregressive Error Component Models', Journal of Econometrics, 82, 135-56 (1997)	105
7.	'How Informative is the Initial Condition in the Dynamic Panel Model with Fixed Effects?', Journal of Econometrics, 93, 309-26 (1999)	127
8.	'On Bias, Inconsistency, and Efficiency of Various Estimators in Dynamic Panel Data Models', Journal of Econometrics, 68, 53-78 (1995)	145
9.	'GMM Estimation in Panel Data Models with Measurement Error', Journal of Econometrics, 104, 259-68 (2001)	171
10.	'Efficient Estimation with Panel Data when Instruments are Predetermined: An Empirical Comparison of Moment-Condition Estimators', Journal of Business and Economic Statistics, 15 (4), October, 419-31 (1997)	181
Part II	Heterogeneous Panels
11.	'Pooled Estimators vs. their Heterogeneous Counterparts in the Context of Dynamic Demand for Gasoline', Journal of Econometrics, 77, 303-27 (1997)	197
12.	'A Panel Analysis of Liquidity Constraints and Firm Investment', Journal of the American Statistical Association, 92 (438), June, 455-65 (1997)	222
13.	'Estimation of Short-Run and Long-Run Elasticities of Energy Demand from Panel Data Using Shrinkage Estimators', Journal of Business and Economic Statistics, 15 (1), January, 90-100 (1997)	233
14.	'Estimating Long-Run Relationships from Dynamic Heterogeneous Panels', Journal of Econometrics, 68, 79-113 (1995)	244
Part III	Non-Stationary Panels
15.	'Testing for Stationarity in Heterogeneous Panel Data', Econometrics Journal, 3 (2), 148-61 (2000)	281
16.	'Inference for Unit Roots in Dynamic Panels Where the Time Dimension is Fixed', Journal of Econometrics, 91, 201-26 (1999)	295
17.	'Spurious Regression and Residual-Based Tests for Cointegration in Panel Data', Journal of Econometrics, 90, 1-44 (1999)	321
18.	'A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test', Oxford Bulletin of Economics and Statistics, 61, Special Issue, 631-52 (1999)	365
19.	'Maximum Likelihood Estimation in Panels with Incidental Trends', Oxford Bulletin of Economics and Statistics, 61, Special Issue, 711-47 (1999)	387
20.	'Fully Modified OLS for Heterogeneous Cointegrated Panels', in Badi H. Baltagi (ed.), Advances in Econometrics, Volume 15: Nonstationary Panels, Panel Cointegration, and Dynamic Panels, New York: JAI Press/Elsevier Science, 93-130 (2000)	424
21.	'Pooled Mean Group Estimation of Dynamic Heterogeneous Panels', Journal of the American Statistical Association, 94 (446), June, 621-34 (1999)	462
22.	'Linear Regression Limit Theory for Nonstationary Panel Data', Econometrica, 67 (5), September, 1057-111 (1999)	476
	Name Index	531
Vol. 2
	Acknowledgements	vii
	An introduction by the editors to both volumes appears in Volume 1
Part I	Limited Dependent Variables
1.	'Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects', Econometrica, 60 (3), May, 533-65 (1992)	3
2.	'Panel Data Discrete Choice Models with Lagged Dependent Variables', Econometrica, 68 (4), July, 839-74 (2000)	36
3.	'A Computationally Practical Simulation Estimator for Panel Data', Econometrica, 62 (1), January, 95-116 (1994)	72
4.	'Estimation of a Panel Data Sample Selection Model', Econometrica, 65 (6), November, 1335-64 (1997)	94
5.	'Some Specification Tests for Probit Models Estimated on Pane Data', Journal of Business and Economic Statistics, 13 (4), October, 475-88 (1995)	124
6.	'A Root-N Consistent Semiparametric Estimator for Related-Effect Binary Response Panel Data', Econometrica, 67 (2), March, 427-33 (1999)	138
7.	'Two-step Estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias', Journal of Econometrics, 90, 239-63 (1999)	145
8.	'Selection Corrections for Panel Data Models under Conditional Mean Independence Assumptions', Journal of Econometrics, 68, 115-32 (1995)	170
Part II	Non-Linear Panel Models
9.	'Leapfrog Estimation of a Fixed-Effects Model with Unknown Transformation of the Dependent Variable', Journal of Econometrics, 93, 203-28 (1999)	191
10.	'Distribution-free Estimation of Some Nonlinear Panel Data Models', Journal of Econometrics, 90, 77-97 (1999)	217
Part III	Unbalanced Panels
11.	'Nested Random Effects Estimation in Unbalanced Panel Data', Journal of Econometrics, 101, 295-313 (2001)	241
12.	'Unequally Spaced Panel Data Regressions with AR (1) Disturbances', Econometric Theory, 15, 814-23 (1999)	260
13.	'The Unbalanced Nested Error Component Regression Model', Journal of Econometrics, 101, 357-81 (2001)	270
14.	'Estimating Multi-way Error Components Models with Unbalanced Data Structures', Journal of Econometrics, 106 (1), 67-95 (2002)	295
Part IV	Pseudo-Panels
15.	'Estimating Dynamic Models from Time Series of Independent Cross-Sections', Journal of Econometrics, 82, 37-62 (1997)	327
16.	'A Quasi-Differencing Approach to Dynamic Modelling from a Time Series of Independent Cross-Sections', Journal of Econometrics, 98, 365-83 (2000)	353
17.	'Estimation of AR(1) Models with Unequally Spaced Pseudo-Panels', Econometrics Journal, 4 (1), 89-108 (2001)	372
18.	'Identification and Estimation of Dynamic Models with a Time Series of Repeated Cross-Sections', Journal of Econometrics, 59, 99-123 (1993)	392
Part V	Specification Tests in Panels
19.	'A Nonparametric Test for Poolability Using Panel Data', Journal of Econometrics, 75, 345-67 (1996)	419
20.	'Testing AR(1) against MA(1) Disturbances in an Error Component Model, Journal of Econometrics, 68, 133-51 (1995)	442
21.	'Tests for the Error Component Model in the Presence of Local Misspecification', Journal of Econometrics, 101, 1-23 (2001)	461
22.	'Testing Serial Correlation in Semiparametric Panel Data Models', Journal of Econometrics, 87, 207-37 (1998)	484
23.	'Specification Testing in Panel Data with Instrumental Variables', Journal of Econometrics, 71, 291-307 (1996)	515
	Name Index	533