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2. Efficiency evaluation of Chinas listed commercial banks based on a multi-period leader-follower model. (2022). Li, Yongjun ; Jin, XI ; Xie, Qiwei ; Xu, Qifan ; Chen, Lifan.
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   RePEc:eee:chieco:v:61:y:2020:i:c:s1043951x18301378.

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4. Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machines☆. (2018). Chen, Zhongfei ; Matousek, Roman ; Wanke, Peter.
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5. Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach. (2018). Tsionas, Mike ; Chen, Zhongfei ; Wanke, Peter.
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1. Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods. (2022). Callaway, Brantly ; Karami, Sonia.
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2. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Peng, Bin ; Jiang, Bin.
   In: School of Economics Discussion Papers.
   RePEc:sur:surrec:0315.

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3. Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:186:y:2015:i:1:p:222-244.

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4. Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks. (2015). hsiao, cheng ; Shen, Yan ; Bian, Wenlong.
   In: China Economic Review.
   RePEc:eee:chieco:v:35:y:2015:i:c:p:70-82.

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5. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2015). Prucha, Ingmar ; Kuersteiner, Guido.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5445.

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6. Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large. (2014). Forchini, Giovanni ; Peng, Bin.
   In: Working Paper Series.
   RePEc:uts:ecowps:20.

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7. Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
   In: CeMMAP working papers.
   RePEc:ifs:cemmap:20/14.

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8. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda.
   In: Working Papers.
   RePEc:hhs:lunewp:2014_012.

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9. Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects. (2014). Pesaran, Mohammad ; Hayakawa, Kazuhiko ; Smith, Vanessa.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:1412.

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10. Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan.
    In: MPRA Paper.
    RePEc:pra:mprapa:50267.

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11. Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:63/13.

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12. Limit theory for panel data models with cross sectional dependence and sequential exogeneity. (2013). Prucha, Ingmar ; Kuersteiner, Guido.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:2:p:107-126.

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13. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

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14. Stochastic frontier analysis using Stata. (2012). Ilardi, Giuseppe ; Daidone, Silvio ; Belotti, Federico ; Atella, Vincenzo.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:251.

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15. Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/12.

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16. Asymptotic distribution of factor augmented estimators for panel regression. (2012). Sul, Donggyu ; Han, Chirok ; Greenaway-McGrevy, Ryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:48-53.

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17. Large covariance estimation by thresholding principal orthogonal complements. (2011). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina .
    In: MPRA Paper.
    RePEc:pra:mprapa:38697.

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18. Heterogeneity and tests of risk sharing. (2011). Schulhofer-Wohl, Sam.
    In: Staff Report.
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19. IV Estimation of Panels with Factor Residuals. (2010). Sarafidis, Vasilis ; Robertson, Donald ; Symons, James.
    In: MPRA Paper.
    RePEc:pra:mprapa:26166.

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20. Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. (2010). Yamagata, Takashi ; Sarafidis, Vasilis.
    In: MPRA Paper.
    RePEc:pra:mprapa:25182.

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21. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
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    RePEc:pra:mprapa:20367.

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22. The impact of piped water provision on infant mortality in Brazil: A quantile panel data approach. (2010). Khan, Shakeeb ; Gamper-Rabindran, Shanti ; Timmins, Christopher.
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:92:y:2010:i:2:p:188-200.

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23. Estimation of Temporal Variations in Fan Loyalty: Application of Multi-Factor Models. (2009). Lee, Young Hoon.
    In: Working Papers.
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24. The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0901.

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25. A test of cross section dependence for a linear dynamic panel model with regressors. (2009). Yamagata, Takashi ; Sarafidis, Vasilis ; Robertson, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:149-161.

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26. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:26196.

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27. A joint serial correlation test for linear panel data models. (2008). Yamagata, Takashi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:135-145.

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28. Fixed effects instrumental variables estimation in correlated random coefficient panel data models. (2008). Wooldridge, Jeffrey ; Murtazashvili, Irina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:539-552.

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29. Efficient estimation and inference in linear pseudo-panel data models. (2008). Inoue, Atsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:449-466.

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30. Comments on: Panel data analysis—advantages and challenges. (2007). Meijer, Erik ; Wansbeek, Tom.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:16:y:2007:i:1:p:33-36.

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31. Stochastic frontier models with multiple time-varying individual effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:27:y:2007:i:1:p:1-12.

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32. Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors. (2007). shin, yongcheol ; Serlenga, Laura.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:2:p:361-381.

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33. Fixed-effect estimation of technical efficiency with time-invariant dummies. (2007). Horrace, William ; Feng, Qu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:95:y:2007:i:2:p:247-252.

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34. Panel Data Models with Multiple Time-Varying Individual Effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Working Papers.
    RePEc:crt:wpaper:0702.

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35. Omitted Variables in Multilevel Models. (2006). Kim, Jee-Seon ; Frees, Edward.
    In: Psychometrika.
    RePEc:spr:psycho:v:71:y:2006:i:4:p:659-690.

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36. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:77.

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37. The common and specific components of dynamic volatility. (2006). LINTON, OLIVER ; Korajczyk, Robert ; Connor, Gregory.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:231-255.

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38. Consumption growth and spatial poverty traps: an analysis of the effect of social services and community infrastructures on living standards in rural Peru. (2005). Mesplé-Somps, Sandrine ; Herrera, Javier ; De Vreyer, Philippe.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:124.

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39. Estimation of a panel data model with parametric temporal variation in individual effects. (2005). Schmidt, Peter ; Orea, Luis ; Han, Chirok.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:126:y:2005:i:2:p:241-267.

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40. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, Mohammad.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1240.

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41. Random Coefficient Panel Data Models. (2004). Pesaran, Mohammad ; hsiao, cheng.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1236.

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42. Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors. (2004). shin, yongcheol ; Serlenga, Laura.
    In: Edinburgh School of Economics Discussion Paper Series.
    RePEc:edn:esedps:105.

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43. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1331.

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44. Random Coefficient Panel Data Models. (2004). Pesaran, Mohammad ; hsiao, cheng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1233.

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45. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1229.

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46. ‘General Diagnostic Tests for Cross Section Dependence in Panels’. (2004). Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0435.

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47. ‘Random Coefficient Panel Data Models’. (2004). Pesaran, Mohammad ; hsiao, cheng.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0434.

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48. Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence. (2003). Pesaran, Mohammad.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_869.

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49. Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence. (2003). Pesaran, Mohammad.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0305.

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50. Consistent estimation of discrete-choice models for panel data with multiplicative effects. (2002). Thomas, Alban.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:d6-2.

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