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.
