About us Pricing ContactSubscribe

articleTop 1% cited

Multivariate regression models for panel data

Journal of Econometrics · 1982 · Vol. 18(1) · pp. 5–46

Gary Chamberlain✉(University of Wisconsin–Madison)

View via DOI Publisher page

Spatial and Panel Data Analysis Economic and Environmental Valuation Statistical Methods and InferenceHeteroscedasticityEconometricsEstimatorMathematicsStatisticsEndogeneityMultivariate statisticsCovarianceGeneralized least squaresSeemingly unrelated regressions

Citations

1,269

FWCI

28.83

field-weighted impact

References

46

Percentile

99%

vs. same field & year

Citations per year

Cited by

Corporate cash holdings: An empirical investigation of UK companies

Journal of Banking & Finance · 2003 · 1,107 citations

Errors in variables in panel data

Journal of Econometrics · 1986 · 1,642 citations

Alternative methods for evaluating the impact of interventions

Journal of Econometrics · 1985 · 1,019 citations

Efficient estimation of models for dynamic panel data

Journal of Econometrics · 1995 · 1,052 citations

Growth Empirics: A Panel Data Approach

The Quarterly Journal of Economics · 1995 · 3,486 citations

Estimation of spatial autoregressive panel data models with fixed effects

Journal of Econometrics · 2009 · 937 citations

Market Share, Market Value and Innovation in a Panel of British Manufacturing Firms

The Review of Economic Studies · 1999 · 1,660 citations

Another look at the instrumental variable estimation of error-components models

Journal of Econometrics · 1995 · 19,198 citations

References

MONEY, INCOME, AND CAUSALITY

American Economic Review · 1972 · 2,907 citations

Large Sample Properties of Generalized Method of Moments Estimators

Econometrica · 1982 · 13,720 citations

Probability and Measure.

Journal of the American Statistical Association · 1996 · 6,656 citations

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Econometrica · 1980 · 25,944 citations

On the Pooling of Time Series and Cross Section Data

Econometrica · 1978 · 5,056 citations

Ergodic Theory and Information

Mathematics of Computation · 1966 · 1,083 citations

Linear Statistical Inference and Its Applications.

Biometrics · 1975 · 3,620 citations

Analysis of Covariance with Qualitative Data

The Review of Economic Studies · 1980 · 2,661 citations

Citation Network

How this paper connects to the literature. Drag to explore, click any node to open that paper.