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Dynamic panel data models : a guide to micro data methods and practice
Bond, Stephen, (2002)
A comparative analysis of different IV and GMM estimators of dynamic panel data models
Harris, Mark N., (2004)
Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo, (2010)
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo, (2011)
Instrumental variable estimation in the presence of many moment conditions