Main References

• Arellano, M. (2003): Panel Data Econometrics (Advanced Texts in Econometrics), Oxford University Press.
• Baum, C., M. Schaffer and S. Stillman (2011): “Using Stata for Applied Research: Reviewing its Capabilities”, Journal of Economic Surveys, 25 (2), 380-394.
• Bond, S.R. (2002): “Dynamic Panel Data Models: A Guide to Micro Data Methods and Practice”. Cemmap Working Paper Series No. CWP09/02, Institute for Fiscal Studies, London.
• Greene, W. (2012): Econometric Analysis (7th Edition), Prentice Hall.
• Petersen, M.A. (2009): “Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches”, The Review of Financial Studies, 22 (1), 436-480.
• Pindado, J. and I. Requejo (2014): “Panel Data: A Methodology for Model Specification and Testing”. In Wiley Encyclopedia of Management, 3rd Edition. John Wiley & Sons, Ltd (in press).
• Roodman, D. (2009): “How to do xtabond2: An Introduction to Difference and System GMM in Stata”, The Stata Journal, 9 (1), 86-136.
• Roodman, D. (2009): “A Note on the Theme of Too Many Instruments”, Oxford Bulletin of Economics and Statistics, 71 (1), 135-158.
• Wooldridge, J.M. (2010): Econometric Analysis of Cross Section and Panel Data, (2nd Edition), MIT Press.
• Wooldridge, J. M. (2009): Introductory Econometrics. A Modern Approach (4th Edition), South-Western Cengage Learning.

Additional References

• Ahn, S.C. and P. Schmidt (1995): “Efficient Estimation of Models for Dynamic Panel Data”, Journal of Econometrics, 68, 5-28.
• Anderson, T.W. and C. Hsiao (1981): “Estimation of Dynamic Models with Error Components”, Journal of the American Statistical Association, 76, 598-606.
• Anderson, T.W. and C. Hsiao (1982): “Formulation and Estimation of Dynamic Models using Panel Data”, Journal of Econometrics,18, 47-82.
• Arellano, M. and O. Bover (1995): “Another Look at the Instrumental Variable Estimation of Error-Components Models”, Journal of Econometrics, 68, 29-51.
• Arellano, M. and S. Bond (1991): “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations”, Review of Economic Studies, 58, 277-297.
• Baltagi, B.H. (2005): “Econometric Analysis of Panel Data”, Wiley.
• Bennedsen, M., Nielsen, K.M., Perez-Gonzalez, F. and Wolfenzen, D., (2007). Inside the family firm: the role of families in succession decisions and performance. Quarterly Journal of Economics 122, 647–691.
• Blundell, R.W. and S.R. Bond (1998): “Initial Conditions and Moment Restrictions in Dynamic Panel Data Models”, Journal of Econometrics, 87, 115-143.
• Bover, O. and M. Arellano (1997): “Estimating Dynamic Limited Dependent Variable Models from Panel Data”, Investigaciones Economicas, 21, 141-165.
• Chamberlain, G. (1980): “Analysis of Covariance with Qualitative Data”, Review of Economic Studies, 47, 225-238.
• Chamberlain, G. (1984): “Panel Data”. In Griliches, Z. and M.D. Intriligator (comp.), Handbook of Econometrics Vol. 2, North-Holland, Amsterdam.
• Flannery, M.J., Hankins, K. W., (2013). Estimating dynamic panel models in corporate finance. Journal of Corporate Finance 19, 1–19.
• Giroud, X.; H. M. Mueller, A. Stomper and A.  Westerkamp (2012):  “Snow and Leverage”.  The Review of Financial Studies, 25 (3), 680-710.
• Hausman, J.A. (1978): “Specification Tests in Econometrics”, Econometrica, 46, 1251-1272.
• Hillier, D., J. Pindado, V. de Queiroz and C. de la Torre (2011): “The Impact of Country-level Corporate Governance on Research and Development”, Journal of International Business Studies, 42, 76-98.
• Hsiao, C. (1990): Analysis of Panel Data. Cambridge University Press, Cambridge.
• Larcker, D.F. and T.O. Rusticus (2010): “On the Use of Instrumental Variables in Accounting Research”, Journal of Accounting and Economics, 49, 186-205.
• Miguel, A. and J. Pindado (2001): “Determinants of Capital Structure: New Evidence from Spanish Panel Data”, Journal of Corporate Finance, 7, 77-99.
• Miguel, A., J. Pindado, and C. de la Torre (2004): “Ownership Structure and Firm Value: New Evidence from the Spanish Case”, Strategic Management Journal, 25, 1199-1207.
• Miguel, A., J. Pindado and C. de la Torre (2005): “How do Entrenchment and Expropriation Phenomena Affect Control Mechanisms?”, Corporate Governance: An International Review, 13, 505-516.
• Mundlak, Y. (1961): “Empirical Production Function Free of Management Bias”, Journal of Farm Economics, 43, 44-56.
• Pindado, J., V. de Queiroz and C. de la Torre (2010): “How do Firm Characteristics Influence the Relationship between R&D and Firm Value?”, Financial Management, 39 (2), 757-782.
• Pindado, J., I. Requejo and C. de la Torre (2011): “Family Control and Investment-Cash Flow Sensitivity: Empirical Evidence from the Euro Zone”, Journal of Corporate Finance, 17 (2), 1389-1409.
• Pindado, J., I. Requejo and C. de la Torre (2012): “Do Family Firms Use Dividend Policy as a Governance Mechanism? Evidence from the Euro Zone”, Corporate Governance: An International Review, 20 (5): 413–431.
• Pindado, J., L. Rodrigues and C. de la Torre (2008): “EstimatingFinancial Distress Likelihood”, Journal of Business Research, 61 (9), 995-1003.
• Pindado, J. and L. Rodrigues (2005): “Determinants of financial distress costs”, Financial Markets and Portfolio Management, 19 (4), 343-359.
• Windmeijer, F. (2005): “A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators”, Journal of Econometrics, 126, 25-51.
• Wintoki, M.B., J.S. Linck and J.M. Netter (2012): “Endogeneity and the dynamics of internal corporate governance”, Journal of Financial Economics, 105, 581-606.

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