Panel Data Econometrics: Advanced Texts in Econometrics

By M. Ercolani. 2004

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Deforestation and the real exchange rate (2008, background): “20 The basics are well spelled out in the standard textbooks by Wooldridge (2002), or Arellano (2003). The key references on rst-di¤erenced GMM estimation are Arellano and Bond (1991a) and Arellano and Bond (1991b), while Arellano and Bover (1995) is the standard reference on system-GMM estimation.”
Econometric Methods for Program Evaluation (2018, methodology): “This type of structure is the same as the widespread linear fixed effect panel data model (see, e.g., Arellano, 2003).”
INTERNATIONAL CORPORATE TAX AVOIDANCE: A REVIEW OF THE CHANNELS, MAGNITUDES, AND BLIND SPOTS (2018, unknown): “…is the reported semi-elasticity of pre-tax profits, winsorized at top and bottom one percentile to remove the influence of outliers.23 We account for heteroscedasticity and intra-study correlation by presenting fully robust GLS standard errors (see e.g. Arellano, 2003 and Wooldridge, 2010).”
Incidence and Growth of Patent Thickets - the Impact of Technological Opportunities and Complexity (2013, unknown): “This renders fixed and random effects estimators inconsistent in short panels such as ours (Arellano, 2003).”
The impact of small- and medium-sized family firms on economic growth (2015, methodology): “potential serial correlation and heteroscedasticity (Arellano 2003).”