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