Alonso-Borrego, C. and M. Arellano (1999) â€ÂSymmetrically Normalized InstrumentalVariable Estimation Using Panel Data,†Journal of Business & Economic Statistics, 17, 36-49.
Anderson, T.W. and C. Hsiao (1982) â€ÂFormulation and estimation of dynamic models using panel data,†Journal of Econometrics 18, 47-82.
Arellano, M. (2003) Panel Data Econometrics, Oxford University Press.
Arellano, M. and S. Bond (1991) â€ÂSome Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations,†Review of Economic Studies, 58, 277-297.
- Bauwens, L., M. Lubrano, and J.F. Richard (1999) Bayesian Inference in Dynamic Econometric Models, Oxford University Press, Oxford.
Paper not yet in RePEc: Add citation now
Blundell, R. and S. Bond (1998) â€ÂInitial Conditions and Moment Restrictions in Dynamic Panel Data Models,†Journal of Econometrics 87, 115-143.
Burnside, C. and D. Dollar (2000) â€ÂAid, policies and growth,†American Economic Review, 90, 847-868.
Cambridge University Press, Cambridge, p.p. 268–296. Hsiao, C., M. H. Pesaran, and A. K. Tahmiscioglu (2002) â€ÂMaximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods,†Journal of Econometrics, 109, 107-150.
Chen, H., A. Mirestean, and C.G. Tsangarides (2009), â€ÂLimited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods,†IMF Working Paper, WP/09/74. Washington: International Monetary Fund.
Chen, H., A. Mirestean, and C.G. Tsangarides (2011) â€ÂLimited Information Bayesian Model Averaging for Dynamic Panels with an Application to a Trade Gravity Model,†IMF working paper, WP/11/230.
Ciccone, A. and M. Jarocinski (2010) â€ÂDeterminants of Economic Growth: Will Data Tell?,†American Economic Journal: Macroeconomics, 2, 222-246.
Dalgaard, C-J and H. Hansen (2001) â€ÂOn Aid, Growth and Good Policies,†Journal of Development Studies, 37, 17-41.
- Doppelhofer G, M. Weeks (2008) â€ÂRobust Growth Determinants,†Cambridge Working Papers in Economics, CWPE1117.
Paper not yet in RePEc: Add citation now
Doppelhofer G, M. Weeks (2009) â€ÂJointness of growth determinants,†Journal of Applied Econometrics 24, 209–244.
Doucouliagos, H. and M. Paldam (2009) â€ÂThe Aid Effectiveness Literature: The Sad Results Of 40 Years Of Research,†Journal of Economic Surveys, 23, 433-461.
Doucouliagos, H. and M. Paldam (2010) â€ÂConditional Aid Effectiveness: A MetaStudy, †Journal of International Development, 22, 391-410.
- Doucouliagos, H. and M. Paldam (2015) â€ÂFinally a breakthrough? The recent rise in the size of the estimates of aid effectiveness,†in Mak Arvin (Ed.), Handbook on the Economics of Foreign Aid, Edward Elgar, Cheltenham, Ch. 20.
Paper not yet in RePEc: Add citation now
Dreze, J. (1976) â€ÂBayesian limited information analysis of the simultaneous equations model,†Econometrica, 44, 1045-1075.
Durlauf, S.N., A. Kourtellos and C. Tan (2008) â€ÂAre Any Growth Theories Robust?,†Economic Journal, 118, 329-346.
Easterly, W., R. Levine, and D. Roodman (2004) â€ÂAid, Policies, and Growth: Comment, †American Economic Review, 94, 774-780.
Eris, M. (2008) â€ÂForeign Aid and Growth,†Economics Bulletin, 15, 1-14.
Fern andez, C., E. Ley, and M.F.J. Steel (2001a) â€ÂModel uncertainty in cross-country growth regressions,†Journal of Applied Econometrics, 16, 563-576.
Fern andez, C., E. Ley, and M.F.J. Steel (2001b) â€ÂBenchmark priors for Bayesian model averaging,†Journal of Econometrics 100, 381-427.
Guillaumont, P. and L. Chauvet (2001) â€ÂAid and Performance: A Reassessment,†Journal of Development Studies, 37, 66-92.
Hansen, H. and F. Tarp (2001) â€ÂAid and Growth Regressions,†Journal of Development Economics, 64, 545-68.
Hansen, L. (1982) â€ÂLarge sample properties of generalized method of moments estimators, †Econometrica, , 50, 1029-1054.
Hayashi, F. and C. Sims (1983) â€ÂNearly efficient estimation of time series models with predetermined, but not exogenous, instruments,†Econometrica, 51, 783-798.
- Hoeting, J.A., A.E. Raftery and D. Madigana (2002) â€ÂBayesian Variable and Transformation Selection in Linear Regression,†Journal of Computational and Graphical Statistics, 11, 485-507.
Paper not yet in RePEc: Add citation now
Holtz-Eakin, D., W. Newey, and H. Rosen (1988) â€ÂEstimating Vector Autoregressions with Panel Data,†Econometrica, 56, 1371-1395.
- Hsiao, C., M.H. Pesaran, and A.K. Tahmiscioglu (1999). Bayes estimation of short run coeffcients in dynamic panel data models. In: Hsiao et al. (Eds.), Analysis of Panels and Limited Dependent Variable Models: In Honor of G.S. Maddala.
Paper not yet in RePEc: Add citation now
Ju arez, M.A. and M.F.J. Steel (2010) â€ÂNon-Gaussian Dynamic Bayesian Modelling for Panel Data,†Journal of Applied Econometrics, 25, 1128-1154.
- Karl, A. and A. Lenkoski (2012) â€ÂInstrumental Variable Bayesian Model Averaging via Conditional Bayes Factors,†working paper, arXiv:1202.5846v3 [stat.ME] Koop G., R. Le on-Gonz alez and R. Strachan (2012) â€ÂBayesian Model Averaging in the Instrumental Variable Regression Model,†Journal of Econometrics, 171, 237250.
Paper not yet in RePEc: Add citation now
Knack, S. and P. Keefer (1995) â€ÂInstitutions and economic performance: Crosscountry tests using alternative institutional measures,†Economics and Politics, 7, 207–227.
Koop, G. and L. Tole (2003) â€ÂMeasuring the Health Effects of Air Pollution: To What Extent Can We Really Say that People are Dying from Bad Air?†Journal of Environmental Economics and Management, 47, 30-54.
Lancaster, T. (2002) â€ÂOrthogonal Parameters and Panel Data,†Review of Economic Studies, 69, 647-666.
Lenkoski, A., T. S. Eicher and A. E. Raftery (2014) â€ÂTwo-Stage Bayesian Model Averaging in the Endogenous Variable Model,†Econometric Reviews, 33, 122151.
- Ley, E. and M.F.J. Steel (2009) â€ÂOn the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression,†Journal of Applied Econometrics 24, 651-674.
Paper not yet in RePEc: Add citation now
Ley, E., M.F.J. Steel (2007) â€ÂJointness in Bayesian variable selection with applications to growth regressions,†Journal of Macroeconomics 29, 476–493.
- Madigan, D., J. Gavrin and A.E. Raftery (1995) â€ÂEliciting Prior Information to Enhance the Predictive Performance of Bayesian Graphical Models,†Communications in Statistics - Theory and Methods, 24, 2271-2292.
Paper not yet in RePEc: Add citation now
Marin, J. and C. Robert (2007). Bayesian Core: A Practical Approach to Computational Bayesian Statistics. Springer-Verlag, New York.
Rajan, R.G. and Sabramanian, A. (2008) â€ÂAid and Growth: What Does the CrossContry Evidence Really Show?,†Review of Economic Studies, 90, 643–665.
Roodman, D. (2007) â€ÂThe Anarchy of Numbers: Aid, Development and Cross-country Empirics,†World Bank Economic Review, 21, 255-277.
Roodman, D. (2009a) â€ÂA Note on the Theme of Too Many Instruments,†Oxford Bulletin of Economics and Statistics, 71, 135–158.
Roodman, D. (2009b) â€ÂHow to do xtabond2: An introduction to difference and system GMM in Stata,†The Stata Journal, 9, 86-136.
Sachs, J. D. and A. M. Warner (1995) â€ÂEconomic reform and the process of global integration,†Brooking Papers on Economic Activity 1, 1–118.
Sala-i-Martin, X., G. Doppelhofer, and R. Miller (2004), â€ÂDeterminants of LongTerm Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach,†American Economic Review, 94, 813-835.
Wright, J.H. (2008) â€ÂBayesian Model Averaging and Exchange Rate Forecasts,†Journal of Econometrics, 146, 329-341.
- Zellner, A. (1971) An Introduction to Bayesian Inference in Econometrics. Wiley, New York.
Paper not yet in RePEc: Add citation now
- Zellner, A. and A. Siow (1980). Posterior odds ratios for selected regression hypotheses (with discussion). In: Bernardo, J.M., DeGroot, M.H., Lindley, D.V., Smith, A.F.M. (Eds.), Bayesian Statistics. University Press, Valencia, pp. 585–603.
Paper not yet in RePEc: Add citation now