TY  - JOUR
TI  - Initial conditions and moment restrictions in dynamic panel data models
AU  - Richard Blundell
AU  - Stephen Bond
JO  - Journal of Econometrics
PY  - 1998
VL  - 87
IS  - 1
DO  - 10.1016/S0304-4076(98)00009-8
UR  - https://doi.org/10.1016/S0304-4076(98)00009-8
ER  -


TY  - JOUR
TI  - Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
AU  - M. Hashem Pesaran
AU  - Yongcheol Shin
AU  - Ron P. Smith
JO  - Journal of the American Statistical Association
PY  - 1999
VL  - 94
IS  - 446
DO  - 10.1080/01621459.1999.10474156
UR  - https://doi.org/10.1080/01621459.1999.10474156
ER  -


TY  - JOUR
TI  - How to do Xtabond2: An Introduction to Difference and System GMM in Stata
AU  - David Malin Roodman
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2009
VL  - 9
IS  - 1
DO  - 10.1177/1536867x0900900106
UR  - https://doi.org/10.1177/1536867x0900900106
ER  -


TY  - JOUR
TI  - Estimating long-run relationships from dynamic heterogeneous panels
AU  - M. Hashem Pesaran
AU  - Ron P Smith
JO  - Journal of Econometrics
PY  - 1995
VL  - 68
IS  - 1
DO  - 10.1016/0304-4076(94)01644-f
UR  - https://doi.org/10.1016/0304-4076(94)01644-f
ER  -


TY  - JOUR
TI  - Threshold effects in non-dynamic panels: Estimation, testing, and inference
AU  - Bruce E. Hansen
JO  - Journal of Econometrics
PY  - 1999
VL  - 93
IS  - 2
DO  - 10.1016/s0304-4076(99)00025-1
UR  - https://doi.org/10.1016/s0304-4076(99)00025-1
ER  -


TY  - JOUR
TI  - Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
AU  - Alexander Chudík
AU  - M. Hashem Pesaran
JO  - Journal of Econometrics
PY  - 2015
VL  - 188
IS  - 2
DO  - 10.1016/j.jeconom.2015.03.007
UR  - https://doi.org/10.1016/j.jeconom.2015.03.007
ER  -


TY  - JOUR
TI  - Estimating dynamic panel data models: a guide for macroeconomists
AU  - Ruth Judson
AU  - Ann L. Owen
JO  - Economics Letters
PY  - 1999
VL  - 65
IS  - 1
DO  - 10.1016/s0165-1765(99)00130-5
UR  - https://doi.org/10.1016/s0165-1765(99)00130-5
ER  -


TY  - JOUR
TI  - Inference for unit roots in dynamic panels where the time dimension is fixed
AU  - Richard D. F. Harris
AU  - Elias Tzavalis
JO  - Journal of Econometrics
PY  - 1999
VL  - 91
IS  - 2
DO  - 10.1016/s0304-4076(98)00076-1
UR  - https://doi.org/10.1016/s0304-4076(98)00076-1
ER  -


TY  - JOUR
TI  - Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence
AU  - Peter C.B. Phillips
AU  - Donggyu Sul
JO  - RePEc: Research Papers in Economics
PY  - 2002
DO  - 10.1111/1368-423x.00108
UR  - https://doi.org/10.1111/1368-423x.00108
ER  -


TY  - JOUR
TI  - Estimation of Panel Vector Autoregression in Stata
AU  - Michael R.M. Abrigo
AU  - Inessa Love
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2016
VL  - 16
IS  - 3
DO  - 10.1177/1536867x1601600314
UR  - https://doi.org/10.1177/1536867x1601600314
ER  -