@article{AMEM:71,
	author={T. Amemiya},
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}

@article{ANDE:HSIA:81,
	author={T.W. Anderson and C. Hsiao},
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@article{AREL:87,
	author={M. Arellano},
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@article{AREL:BOND:91,
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@book{AREL:03,
	author={M. Arellano},
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@article{BALE:VARA:87,
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@article{BALT:81,
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@book{BALT:01,
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@article{BLUN:BOND:98,
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@book{GREE:03,
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@article{HOLT:NEWE:ROSE:88,
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@article{HOND:85,
	author={Y. Honda},
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@article{KING:WU:97,
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@article{NERLO:71,
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@article{SWAM:AROR:72,
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@book{WOOL:02,
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@book{WHIT:80,
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	title={A Finite Sample Correction for the Variance of Linear Efficient Two--Steps
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	year={2005},
	volume={126},
	pages={25--51}
}

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@article{BATE:04,
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	year={2004},
	pages={17--20},
	number={1}
}

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@book{FOX:02,
	author={John Fox},
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	publisher={Sage},
	year={2002}
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@booklet{STOC:WATS:06,
	author={James Stock and Mark Watson},
	title={Heteroskedasticity--Robust Standard Errors for Fixed Effects Panel Data
		Regression },
	howpublished={NBER WP 0323},
	year={2006}
}

@manual{ATKI:THER:07,
	author={Beth Atkinson and Terry Therneau},
	title={\pkg{kinship}: Mixed--Effects Cox Models, Sparse Matrices, and Modeling Data
		from Large Pedigrees},
	year={2007},
	note={\proglang{R} package version 1.1.0-18},
	url={http://CRAN.R-project.org}
}

@manual{BATE:MAEC:07,
	author={Douglas Bates and Martin Maechler},
	title={\pkg{matrix}: A Matrix Package for \proglang{R} },
	year={2007},
	note={\proglang{R} package version 0.99875-2},
	url={http://CRAN.R-project.org}
}

@manual{KOEN:NG:07,
	author={Roger Koenker and Pin Ng},
	title={\pkg{sparsem}: Sparse Linear Algebra },
	year={2007},
	note={\proglang{R} package version 0.74},
	url={http://CRAN.R-project.org}
}

@manual{CROI:06,
	author={Yves Croissant},
	title={\pkg{Ecdat}: Data Sets for Econometrics },
	year={2006},
	note={\proglang{R} package version 0.1-5},
	url={http://CRAN.R-project.org}
}

@manual{FOX:06,
	author={John Fox},
	title={\pkg{car}: Companion to Applied Regression },
	year={2007},
	note={\proglang{R} package version 1.2-5},
	url={http://CRAN.R-project.org/, http://socserv.socsci.mcmaster.ca/jfox/}
}

@article{ZEIL:HOTH:02,
	author={Achim Zeileis and Torsten Hothorn},
	title={Diagnostic Checking in Regression Relationships},
	journal={\proglang{R} News},
	volume={2},
	year={2002},
	pages={7--10},
	number={3},
	url={http://CRAN.R-project.org/doc/Rnews/}
}

@misc{HOTH:ZEIL:MILL:MITC:07,
	author={T. Hothorn and A. Zeileis and G. Millo and D. Mitchell},
	title={\pkg{lmtest}: Testing Linear Regression Models },
	year={2007},
	howpublished={\proglang{R} package version 0.9-19},
	url={http://CRAN.R-project.org}
}

@misc{LUML:ZEIL:07,
	author={T. Lumley and A. Zeileis},
	title={\pkg{sandwich}: Model--Robust Standard Error Estimation for Cross--Sectional,
		Time Series and Longitudinal Data },
	year={2007},
	howpublished={\proglang{R} package version 2.0-2},
	url={http://CRAN.R-project.org}
}

@manual{PINH:BATE:DEBR:SARK:07,
	author={Jose Pinheiro and Douglas Bates and Saikat DebRoy and Deepayan Sarkar the
		\proglang{R} Core team},
	title={\pkg{nlme}: Linear and Nonlinear Mixed Effects Models },
	year={2007},
	note={\proglang{R} package version 3.1-86},
	url={http://CRAN.R-project.org}
}

@manual{BATE:07,
	author={Douglas Bates},
	title={\pkg{lme4}: Linear Mixed--Effects Models Using \proglang{S4} Classes },
	year={2007},
	note={\proglang{R} package version 0.99875-9},
	url={http://CRAN.R-project.org}
}

@article{CORN:RUPE:88,
	author={C. Cornwell and P. Rupert},
	title={Efficient Estimation With Panel Data: an Empirical Comparison of Instrumental
		Variables Estimators },
	journal={Journal of Applied Econometrics },
	volume={3},
	year={1988},
	pages={149--155}
}

@article{DRUK:03,
	author={D.M. Drukker},
	title={Testing for Serial Correlation in Linear Panel--Data Models},
	journal={The Stata Journal},
	volume={3},
	year={2003},
	pages={168-177},
	number={2}
}

@book{PINH:BATE:00,
	author={J.C. Pinheiro and D. Bates},
	title={Mixed--Effects Models in \proglang{S} and \proglang{S-plus}},
	publisher={Springer-Verlag},
	year={2000}
}

@unpublished{PESA:04,
	author={Pesaran, M.H.},
	title={General Diagnostic Tests for Cross Section Dependence in Panels},
	note={CESifo Working Paper Series, 1229},
	year={2004},
}

@article{DEHO:SARA:06,
	author={De Hoyos, R.E. and Sarafidis, V.},
	title={Testing for Cross--Sectional Dependence in Panel--Data Models},
	journal={The Stata Journal},
	volume={6},
	year={2006},
	pages={482-496},
	number={4}
}

@Manual{BIVA:08,
    title = {spdep: Spatial Dependence: Weighting Schemes, Statistics and Models},
    author = {Roger Bivand},
    year = {2008},
    note = {R package version 0.4-17},
  }

@Article{Croissant+Millo:2008,
   author        = {Yves Croissant and Giovanni Millo},
   title         = {Panel Data Econometrics in \proglang{R}:
                    The \pkg{plm} Package},
   journal       = {Journal of Statistical Software},
   year          = {2008},
   volume        = {27},
   number        = {2},
   url           = {http://www.jstatsoft.org/v27/i02/}
}

@Manual{R:2008,
  title     = {\proglang{R}: {A} Language and Environment for Statistical Computing},
  author    = {{\proglang{R} Development Core Team}},
  organization  = {\proglang{R} Foundation for Statistical Computing},
  address   = {Vienna, Austria},
  year      = {2008},
  note      = {{ISBN} 3-900051-07-0},
  url       = {http://www.R-project.org/}
}

  @Book{KLEI:ZEIL:08,
    title = {Applied Econometrics with {R}},
    author = {Christian Kleiber and Achim Zeileis},
    year = {2008},
    publisher = {Springer-Verlag},
    address = {New York},
    note = {{ISBN} 978-0-387-77316-2},
    url = {http://CRAN.R-project.org/package=AER},
  }

@Article{HARR:RUBI:78,
  author = 	 {Harrison, D. and Rubinfeld, D.L.},
  title = 	 {Hedonic housing prices and the demand for clean air},
  journal = 	 {Journal of environmental economics and management},
  year = 	 {1978},
  OPTkey = 	 {},
  volume = 	 {5},
  OPTnumber = 	 {},
  pages = 	 {81-102},
  OPTmonth = 	 {},
  OPTnote = 	 {},
  OPTannote = 	 {}
}

