User’s Guide : Panel and Pooled Data : Panel Estimation : References
  
References
Arellano, M. (1987). “Computing Robust Standard Errors for Within-groups Estimators,” Oxford Bulletin of Economics and Statistics, 49, 431-434.
Arellano, M., and S. R. Bond (1991). “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,” Review of Economic Studies, 58, 277–297.
Arellano, M., and O. Bover (1995). “Another Look at the Instrumental Variables Estimation of Error-components Models,” Journal of Econometrics, 68, 29–51.
Baltagi, B. H. (2005). Econometric Analysis of Panel Data, Third Edition. New York: John Wiley & Sons.
Baltagi, B. H. (2008). Econometric Analysis of Panel Data, 4th ed. New York: John Wiley & Sons.
Baltagi, B. H. and Young-Jae Chang (1994). “Incomplete Panels: A Comparative Study of Alternative Estimators for the Unbalanced One-way Error Component Regression Model,” Journal of Econometrics, 62, 67-89.
Baltagi, B. H., Chang, Y. J., and Q. Li (1999), “Testing For Random Individual And Time Effects Using Unbalanced Panel Data,” Advances in Econometrics, 13, 1–20.
Baltagi, B. H., Chang, Y. J., and Q. Li (1992). “Monte Carlo Results on Several New and Existing Tests for the Error Components Model,” Journal of Econometrics, 54, 95–120.
Baltagi, B. H, Feng, Q., and C. Kao (2012). “A Lagrange Multiplier test for Cross-sectional Dependence in a Fixed Effects Panel Data Model,” Journal of the Econometrics, 170, 164–177.
Breusch, T., and A. Pagan (1980). “The Lagrange Multiplier Test and its Application to Model Specification in Econometrics,” Review of Economic Studies, 47, 239–253.
Gourieroux, C., A. Holly, and A. Monfort (1982). “Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters,” Econometrica 50, 63–80.
Harrison, D. and D. L. Rubinfeld (1978). “Hedonic Housing Prices and the Demand for Clean Air,” Journal of Environmental Economics and Management, 5, 81-102.
Hausman, J. A. (1978). “Specification Tests in Econometrics,” Econometrica, 46, 1251–1272.
Honda, Y. (1985) “Testing the Error Components Model with Non-normal Disturbances,” Review of Economic Studies, 52, 681–690.
Honda, Y. (1991) “A Standardized Test For the Error Components Model with the Two-Way Layout,” Economics Letters, 37, 125–128.
Hsiao, C., Pesaran M. H., and Andreas Pick (2012). “Diagnostic Tests of Cross Section Independence in Limited Dependent Variable Panel Data Models,” Oxford Bulletin of Economics & Statistics, 74, 253–277.
King, M. L. and P. X. Wu (1997). “Locally Optimal One Sided Tests for Multiparameter Hypotheses,” Econometric Reviews, 16, 131–156.
Layard, R. and S. J. Nickell (1986). “Unemployment in Britain,” Economica, 53, S121–S169.
Moulton, B. R. and W. C. Randolph (1989). “Alternative Tests of the Error Components Model,” Econometrica, 57, 685–93.
Papke, L. E. (1994). “Tax Policy and Urban Development: Evidence From the Indiana Enterprise Zone Program,” Journal of Public Economics, 54, 37-49.
Pesaran, M. H. (2004) “General Diagnostic Tests for Cross Section Dependence in Panels,” University of Cambridge, Faculty of Economics, Cambridge Working Papers in Economics No. 0435.
White, H. (1980).“A Heteroskedasticity-Consistent Covariance Matrix and a Direct Test for Heteroskedasticity,” Econometrica, 48, 817–838.
Wooldridge, J. M. (2002). Econometric Analysis of Cross Section and Panel Data, Cambridge, MA: The MIT Press.