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Fritsch, Markus On GMM-estimation of linear dynamic panel data models. 2019 University of Passau:
Hansen, Bruce E. Time series econometrics for the 21st century. 2017 J. Econ. Educ.. 48 137-145
Jochmans, Koen Two-way models for gravity. 2017 Rev. Econ. Stat.. 99 478-485
Nickell, Stephen Biases in dynamic models with fixed effects. 1981 Econometrica. 49 1417-1426
Stock, James H. ; Watson, Mark W. Introduction to Econometrics. 2019 Fourth. Pearson:
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