Essays in panel data econometrics (engelsk)

1. The history of panel data econometrics, 1861-1997; 2. Pooling cross-sectio and time-series data in the estimation of a dynamic model: the demand for natural gas (with Pietro Balestra); 3. Experimental evidence on the estimation of dynamic economic relations from a time-series of cross-sections; 4. Further evidence on the estimation of dynamic economic relations from a time-series of cross-sections; 5. A note on error-components models; 6. Growth rate convergence, fact or artifact? An essay on panel data econometrics; 7. Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth; 8. Likelihood inference for dynamic panel models