Adams, R.M., Berger, A.N., & Sickles, R.C. (1999) Semiparametric approaches to stochastic panel frontiers with applications in the banking industry. Journal of Business and Economic Statistics 17, 349–358.
Ahn, S.C., Lee, Y., & Schmidt, P.J. (2007) Stochastic frontier models with multiple time-varying individual effects. Journal of Productivity Analysis 27, 1–12.
Aigner, D.J., Lovell, C.A.K., & Schmidt, P. (1977) Formulation and estimation of stochastic frontier models. Journal of Econometrics 6, 21–37.
Bada, O., Kneip, A., & Sickles, R.C. (2011) .
Bai, J. (2003) Inferential theory for factor models of large dimensions. Econometrica 71, 135–171.
Bai, J. (2009) Panel data models with interactive fixed effects. Econometrica 77, 1229–1279.
Bai, J. & Ng, S. (2002) Determining the number of factors in approximate factor models. Econometrica 70, 191–221.
Baltagi, B. (2005) Econometric Analysis of Panel Data. Wiley.
Baltagi, B., Egger, P., & Pfaffermayr, M. (2003) A generalized design for bilateral trade flow models. Economics Letters 80, 391–397.
Battese, G.E. & Coelli, T.J. (1992) Frontier production functions, technical efficiency and panel data: With application to paddy farmers in India. Journal of Productivity Analysis 3, 153–169.
Berger, A.N. (1993) “Distribution-free” estimates of efficiency in U.S. banking industry and tests of the standard distributional assumption. Journal of Productivity Analysis 4, 261–292.
Bernanke, B.S. & Boivin, J. (2003) Monetary policy in a data-rich environment. Journal of Monetary Economics 50, 525–546.
de Boor, C. (1978) A Practical Guide to Splines. Springer-Verlag.
Chang, Y. (2004) Bootstrap unit root tests in panels with cross-sectional dependency. Journal of Econometrics 120, 263–293.
Cornwell, C., Schmidt, P., & Sickles, R.C. (1990) Production frontiers with cross-sectional and time-series variation in efficiency levels. Journal of Econometrics 46, 185–200.
Engle, R., Granger, C., Rice, J., & Weiss, A. (1986) Nonparametric estimates of the relation between weather and electricity sales. Journal of the American Statistical Association 81, 310–320.
Eubank, R.L. (1988) Nonparametric Regression and Spline Smoothing. Marcel Dekker.
Ferré, L. (1995) Improvement of some multivariate estimates by reduction of dimensionality. Journal of Multivariate Analysis 54, 147–162.
Forni, M., Hallin, M., Lippi, M., & Reichlin, L. (2000) The generalized dynamic factor model: Identification and estimation. Review of Economics and Statistics 82, 540–554.
Forni, M. & Lippi, M. (1997) Aggregation and the Microfoundations of Dynamic Macroeconomics. Oxford University Press.
Forni, M. & Reichlin, L. (1998) Let’s get real: A factor analytic approach to disaggregated business cycle dynamics. Review of Economic Studies 65, 453–473.
Hahn, J. & Newey, W. (2004) Jackknife and analytical bias reduction for nonlinear panel models. Econometrica 72, 1295–1319.
Härdle, W., Liang, H., & Gao, J. (2000) Partially Linear Models. Physica-Verlag.
Jayasiriya, R. (2000) Essays on Structural Modeling Using Nonparametric and Parametric Methods with Applications in the U.S. Banking Industry. , Rice University.
Kao, C. & Chiang, M.H. (2000) On the estimation and inference of a cointegrated regression in panel data. Advances in Econometrics 15, 179–222.
Klee, E.C. & Natalucci, F.M. (2005) Profits and balance sheet developments at U.S. commercial banks in 2004. Federal Reserve Bulletin, .
Kneip, A. (1994) Nonparametric estimation of common regressors for similar curve data. Annals of Statistics 22, 1386–1427.
Kneip, A. & Utikal, K.J. (2001) Inference for density families using functional principal component analysis. Journal of the American Statistical Association 96, 519–532.
Maddala, G.S. & Kim, I.M. (1998) Unit Roots, Cointegration and Structural Change. Cambridge University Press.
Mark, N.C. & Sul, D. (2003) Cointegration vector estimation by panel DOLS and long-run money demand. Oxford Bulletin of Economics and Statistics 65, 655–680.
Meeusen, W. & van den Broeck, J. (1977) Efficiency estimation from Cobb-Douglas production functions with composed error. International Economic Review 18, 435–444.
Nelson, C.R. & Plosser, C.I. (1982) Trends and random walks in macroeconomics time series: Some evidence and implications. Journal of Monetary Economics 10, 139–162.
Park, B.U., Sickles, R.C., & Simar, L. (1998) Stochastic frontiers: A semiparametric approach. Journal of Econometrics 84, 273–301.
Park, B.U., Sickles, R.C., & Simar, L. (2003) Semiparametric efficient estimation of AR(1) panel data models. Journal of Econometrics 117, 279–309.
Park, B.U., Sickles, R.C., & Simar, L. (2007) Semiparametric efficient estimation of dynamic panel data models. Journal of Econometrics 136, 281–301.
Park, B.U. & Simar, L. (1994) Efficient semiparametric estimation in stochastic frontier models. Journal of the American Statistical Association 89, 929–936.
Phillips, P.C.B. (2010) Two New Zealand pioneer econometricians. New Zealand Economic Papers 44, 1–26.
Ramsay, J. & Silverman, B. (1997) Functional Data Analysis. Springer-Verlag.
Rao, C.R. (1958) Some statistical methods for the comparison of growth curves. Biometrics 14, 1–17.
Schmidt, P. & Sickles, R.C. (1984) Production frontiers and panel data. Journal of Business and Economic Statistics 2, 367–374.
Sickles, R.C. (2005) Panel estimators and the identification of firm-specific efficiency levels in parametric, semiparametric and nonparametric settings. Journal of Econometrics 126, 305–334.
Speckman, P. (1988) Kernel smoothing in partial linear models. Journal of the Royal Statistical Society, Series B 50, 413–436.
Stock, J.H. & Watson, M.W. (2002) Forecasting using principal components from a large number of predictors. Journal of the American Statistical Association 97, 1167–1179.
Stock, J.H. & Watson, M.W. (2005) .
Utreras, F. (1983) Natural spline functions, their associated eigenvalue problem. Numerical Mathematics 42, 107–117.