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本附件包括：

• Consistent Estimates Based on Partially Consistent Observations.pdf
• Error Components and Seemingly Unrelated Regressions.pdf
• Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods.pdf
• Estimating Vector Autoregressions with Panel Data.pdf
• Inference in Linear Time Series Models with some Unit Roots.pdf
• Instrumental-Variable Estimation of an Error-Components Model.pdf
• Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable.pdf
• On Seemingly Unrelated Regressions with Error Components.pdf
• On the Pooling of Time Series and Cross Section Data.pdf
• Optimal Experimental Design for Error Components Models.pdf
• Optimal Inference in Cointegrated Systems.pdf
• Panel Data and Unobservable Individual Effects.pdf
• Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model The Demand for Natural Gas.pdf
• Pooling of Time Series and Cross Section Data.pdf
• Rank estimation of a generalized fixed-effects regression model.pdf
• Social Experimentation, Truncated Distributions, and Efficient Estimation.pdf
• Specification Tests for the Multinomial Logit Model.pdf
• Specification Tests in Econometrics.pdf
• Testing for Neglected Heterogeneity.pdf
• Testing for Panel Cointegration with Multiple.pdf
• The Estimation of a Simultaneous Equation Generalized Probit Model.pdf
• A Comparative Study of Alternative Estimators in a Distributed Lag Model.pdf
• A Conditional Probit Model for Qualitative Choice.pdf
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.pdf
• Attrition Bias in Experimental and Panel Data The Gary Income Maintenance Experiment.pdf