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29 peer-reviewed articles • 32,849 peer-reviewed citations • Sorted by year • Download PDF (PDF by citations)
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1Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Journal of Econometrics, 2024, 240, 105449
2.614Citations (PDF)
2Recovering Latent Variables by Matching
Journal of the American Statistical Association, 2023, 118, 693-706
2.72Citations (PDF)
3Robust likelihood estimation of dynamic panel data models
Journal of Econometrics, 2022, 226, 21-61
2.624Citations (PDF)
4Nonlinear Persistence and Partial Insurance: Income and Consumption Dynamics in the PSID
AEA Papers and Proceedings American Economic Association, 2018, 108, 281-86
0.68Citations (PDF)
5Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models
Annual Review of Economics, 2017, 9, 471-496
5.613Citations (PDF)
6Nonlinear panel data estimation via quantile regressions
Econometrics Journal, 2016, 19, C61-C94
2.873Citations (PDF)
7A likelihood-Based Approximate Solution to the Incidental Parameter Problem in Dynamic Nonlinear Models with Multiple Effects
Global Economic Review, 2016, 45, 251-274
0.933Citations (PDF)
8Modelling optimal instrumental variables for dynamic panel data models
Research in Economics, 2016, 70, 238-261
0.738Citations (PDF)
9UNCERTAINTY, PERSISTENCE, AND HETEROGENEITY: A PANEL DATA PERSPECTIVE
Journal of the European Economic Association, 2014, 12, 1127-1153
2.210Citations (PDF)
10Identifying Distributional Characteristics in Random Coefficients Panel Data Models
Review of Economic Studies, 2012, 79, 987-1020
6.1136Citations (PDF)
11Underidentification?
Journal of Econometrics, 2012, 170, 256-280
2.632Citations (PDF)
12Nonlinear Panel Data Analysis
Annual Review of Economics, 2011, 3, 395-424
5.685Citations (PDF)
13Robust Priors in Nonlinear Panel Data Models
Econometrica, 2009, 77, 489-536
8.089Citations (PDF)
14Comments on: Panel data analysis—advantages and challenges
Test, 2007, 16, 23-27
0.818Citations (PDF)
15Binary choice panel data models with predetermined variables
Journal of Econometrics, 2003, 115, 125-157
2.6117Citations (PDF)
16The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
Econometrica, 2003, 71, 1121-1159
8.0479Citations (PDF)
17Sargan's Intrumental Variables Estimation and the Generalized Method of Moments
Journal of Business and Economic Statistics, 2002, 20, 450-459
1.7117Citations (PDF)
18Learning about migration decisions from the migrants: Using complementary datasets to model intra-regional migrations in Spain
Journal of Population Economics, 2002, 15, 357-380
1.459Citations (PDF)
19Unemployment Duration, Benefit Duration and the Business Cycle
Economic Journal, 2002, 112, 223-265
1.8145Citations (PDF)
20Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data
Journal of Business and Economic Statistics, 1999, 17, 36-49
1.7436Citations (PDF)
21Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data
Journal of Business and Economic Statistics, 1999, 17, 36
1.7279Citations (PDF)
22Another look at the instrumental variable estimation of error-components models
Journal of Econometrics, 1995, 68, 29-51
2.616,668Citations (PDF)
23On the testing of correlated effects with panel data
Journal of Econometrics, 1993, 59, 87-97
2.6338Citations (PDF)
24Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets
Review of Economic Studies, 1992, 59, 537
6.1169Citations (PDF)
25Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Review of Economic Studies, 1991, 58, 277
6.126,088Citations (PDF)
26Testing for Autocorrelation in Dynamic Random Effects Models
Review of Economic Studies, 1990, 57, 127
6.170Citations (PDF)
27An efficient GLS estimator of triangular models with covariance restrictions
Journal of Econometrics, 1989, 42, 267-273
2.619Citations (PDF)
28On the efficient estimation of simultaneous equations with covariance restrictions
Journal of Econometrics, 1989, 42, 247-265
2.622Citations (PDF)
29A note on the Anderson-Hsiao estimator for panel data
Economics Letters, 1989, 31, 337-341
1.2205Citations (PDF)