References: PANEL Procedure

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Arellano, M. and Bond, S. (1991), "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," The Review of Economic Studies, 58(2), 277-297.

Arellano, M. and Bover, O. (1995), "Another Look at the Instrumental Variable Estimation of Error-Components Models ," Journal of Econometrics, 68(1), 29-51.

Baltagi, B. H. (1995), Econometric Analysis of Panel Data, New York: John Wiley & Sons.

Baltagi, B. H. and Chang, Y. (1994), "Incomplete Panels: A Comparative Study of Alternative Estimators for the Unbalanced One-Way Error Component Regression Model," Journal of Econometrics, 62(2), 67-89.

Baltagi, B. H. and D. Levin (1992), "Cigarette Taxation: Raising Revenues and Reducing Consumption," Structural Change and Economic Dynamics, 3, 321-335.

Baltagi, B. H., Song, Seuck H., and Jung, Byoung C. (2002), "A Comparative Study of Alternative Estimators for the Unbalanced Two-Way Error Component Regression Model," Econometrics Journal, 5, 480-493.

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Da Silva, J. G. C. (1975), "The Analysis of Cross-Sectional Time Series Data," Ph.D. dissertation, Department of Statistics, North Carolina State University.

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Feige, E. L. (1964), The Demand for Liquid Assets: A Temporal Cross-Section Analysis, Englewood Cliffs: Prentice-Hall.

Feige, E. L. and Swamy, P. A. V. (1974), "A Random Coefficient Model of the Demand for Liquid Assets," Journal of Money, Credit, and Banking, 6, 241-252.

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Greene, W. H. (2000), Econometric Analysis, Fourth Edition, New York: Macmillan Publishing Company.

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Hausman, J. A. and Taylor, W. E. (1982), "A Generalized Specification Test," Economics Letters, 8, 239-245.

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SAS Institute Inc. (1979), SAS Technical Report S-106, PANEL: A SAS Procedure for the Analysis of Time-Series Cross-Section Data, Cary, NC: SAS Institute Inc.

Searle S. R. (1971), "Topics in Variance Component Estimation," Biometrics, 26, 1-76.

Seely, J. (1969), "Estimation in Finite-Dimensional Vector Spaces with Application to the Mixed Linear Model," Ph.D. dissertation, Department of Statistics, Iowa State University.

Seely, J. (1970a), "Linear Spaces and Unbiased Estimation," Annals of Mathematical Statistics, 41, 1725-1734.

Seely, J. (1970b), "Linear Spaces and Unbiased Estimation—Application to the Mixed Linear Model," Annals of Mathematical Statistics, 41, 1735-1748.

Seely, J. and Soong, S. (1971), "A Note on MINQUE’s and Quadratic Estimability," Corvallis, Oregon: Oregon State University.

Seely, J. and Zyskind, G. (1971), "Linear Spaces and Minimum Variance Unbiased Estimation," Annals of Mathematical Statistics, 42, 691-703.

Theil, H. (1961), Economic Forecasts and Policy, Second Edition, Amsterdam: North-Holland, 435-437.

Wansbeek, T., and Kapteyn, Arie (1989), "Estimation of the Error-Components Model with Incomplete Panels," Journal of Econometrics, 41, 341-361.

White, H. (1980), "A Heteroscedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroscedasticity," Econometrica, 48, 817-838.

Wu, D. M. (1973), "Alternative Tests of Independence between Stochastic Regressors and Disturbances," Econometrica, 41(4), 733-750.

Zellner, A. (1962), "An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias," Journal of the American Statistical Association, 57, 348-368.