The HPPANEL Procedure

References

  • Davidson, R., and MacKinnon, J. G. (1993). Estimation and Inference in Econometrics. New York: Oxford University Press.

  • Fuller, W. A., and Battese, G. E. (1974). “Estimation of Linear Models with Crossed-Error Structure.” Journal of Econometrics 2:67–78.

  • Greene, W. H. (1990). Econometric Analysis. New York: Macmillan.

  • Greene, W. H. (2000). Econometric Analysis. 4th ed. Upper Saddle River, NJ: Prentice-Hall.

  • Hausman, J. A. (1978). “Specification Tests in Econometrics.” Econometrica 46:1251–1271.

  • Hausman, J. A., and Taylor, W. E. (1982). “A Generalized Specification Test.” Economics Letters 8:239–245.

  • Nerlove, M. (1971). “Further Evidence on the Estimation of Dynamic Relations from a Time Series of Cross Sections.” Econometrica 39:359–382.

  • Wallace, T., and Hussain, A. (1969). “The Use of Error Components Model in Combining Cross Section with Time Series Data.” Econometrica 37:55–72.

  • Wansbeek, T., and Kapteyn, A. (1989). “Estimation of the Error-Components Model with Incomplete Panels.” Journal of Econometrics 41:341–361.

  • Wu, D. M. (1973). “Alternative Tests of Independence between Stochastic Regressors and Disturbances.” Econometrica 41:733–750.