Some Strange Properties of Panel Data Estimators
D. Robertson; J. Symons
Journal of Applied Econometrics, Vol. 7, No. 2. (Apr. - Jun., 1992), pp. 175-189.
Panel Data and Unobservable Individual Effects
Jerry A. Hausman; William E. Taylor
Econometrica, Vol. 49, No. 6. (Nov., 1981), pp. 1377-1398.
Sampling Designs for Short Panel Data
Bianca L. De Stavola
Econometrica, Vol. 54, No. 2. (Mar., 1986), pp. 415-424.
Estimating Vector Autoregressions with Panel Data
Douglas Holtz-Eakin; Whitney Newey; Harvey S. Rosen
Econometrica, Vol. 56, No. 6. (Nov., 1988), pp. 1371-1395.
Engel Functions, Panel Data, and Latent Variables
Jørgen Aasness; Erik Biørn; Terje Skjerpen
Econometrica, Vol. 61, No. 6. (Nov., 1993), pp. 1395-1422.
Multiplicative Panel Data Models without the Strict Exogeneity Assumption
Jeffrey M. Wooldridge
Econometric Theory, Vol. 13, No. 5. (Oct., 1997), pp. 667-678.
Tests of Noncausality under Markov Assumptions for Qualitative Panel Data
M. B. Bouissou; J. J. Laffont; Q. H. Vuong
Econometrica, Vol. 54, No. 2. (Mar., 1986), pp. 395-414.
Estimation of a Panel Data Sample Selection Model
Ekaterini Kyriazidou
Econometrica, Vol. 65, No. 6. (Nov., 1997), pp. 1335-1364.
A Computationally Practical Simulation Estimator for Panel Data
Michael P. Keane
Econometrica, Vol. 62, No. 1. (Jan., 1994), pp. 95-116.
Linear Regression Limit Theory for Nonstationary Panel Data
Peter C. B. Phillips; Hyungsik R. Moon
Econometrica, Vol. 67, No. 5. (Sep., 1999), pp. 1057-1111.
时间序列数据或截面数据都是一维数据。例如时间序列数据是变量按时间得到的数据;截面数据是变量在截面空间上的数据。面板数据(panel data)也称时间序列截面数据(time series and cross section data)或混合数据(pool data)。面板数据是同时在时间和截面空间上取得的二维数据。面板数据从横截面(cross section)上看,是由若干个体(entity, unit, individual)在某一时刻构成的截面观测值,从纵剖面(longitudinal section)上看是一个时间序列。
【典藏下载系列2】世界顶尖计量经济学著作集锦:
https://bbs.pinggu.org/thread-257614-1-1.html
[此贴子已经被angelboy于2008-7-24 13:38:45编辑过]