Essays in Panel Data Econometrics

1. The history of panel data econometrics, 1861-1997 2. Pooling cross-section 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.