Stephen Bond

Selected Publications

Unit roots: identification and testing in micro panels

We consider a number of unit root tests for micro panels where the number of individuals […]

Stephen Bond, Céline Nauges, Frank Windmeijer
6 July 2005 | CWP07/05
Finite sample inference for GMM estimators in linear panel data models

We compare the finite sample performance of a range of tests of linear restrictions for linear […]

Stephen Bond, Frank Windmeijer
1 May 2002 | CWP04/02
Dynamic panel data models: a guide to microdata methods and practice

This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the […]

Stephen Bond
3 April 2002 | CWP09/02
Projection estimators for autoregressive panel data models

In this paper we explore a new approach to estimation for autoregressive panel data models, based […]

Stephen Bond, Frank Windmeijer
31 December 2001 | CWP06/01