References
- Ahn , S. C. and Schmidt , P. 1995 . Efficient estimation of models for dynamic panel data . Journal of Econometrics , 68 : 5 – 27 .
- Arellano , M. and Bond , S. 1991 . Some tests of specification for panel data: Monte-Carlo evidence and an application to employment equations . Review of Economic Studies , 58 : 127 – 134 .
- Balestra , P. and Nerlove , M . 1966 . Pooling cross-section and time-series data in the estimation of a dynamic model . Econometrica , 34 : 585 – 612 .
- Bowden , R. J. and Turkington , D. A. 1984 . Instrumental Variables , Cambridge : Cambridge University Press .
- Crepon , B. , Kramarz , F. and Trogon , A. 1998 . Parameters of interest, nuisance parameters and orthogonality conditions: an application to autoregressive error component models . Journal of Econometrics , 82 : 135 – 156 .
- Harris , M. N. and Matyas , L. 1996 . A comparative analysis of different estimators for dynamic panel data models , Working Paper 4/96 Melbourne, , Australia : Monash University .
- Sevestre , P. and Trognon , A. 1996 . “ Dynamic linear models ” . In The Econometrics of Panel Data, Mátyás and Sevestre , Dordrecht : Kluwer Academic Publishers . Chapter 7
- Sevestre , P. and Trognon , A. 1985 . A note on autoregressive error component models . Journal of Econometrics , 29 : 231 – 245 .
- Wansbeek , T. and Backer , P. 1996 . On IV, GMM and ML in a dynamic panel data model . Economic Letters , 51 : 145 – 152 .