2003 
"A Nonparametric Test for Poolability Using Panel Data," with Javier Hidalgo and Qi Li, Journal of Econometrics, Vol. 75 (December, 1996), pp. 345367. Reprinted in Recent Developments in Panel Data, B.H. Baltagi, editor, Edward Elgar Publishing, Cheltenham (2003), pp. 419441. 


2003 
"Pooled Estimators v.s. Their Heterogeneous Counterparts in the Context of Dynamic Demand for Gasoline," with James M. Griffin, Journal of Econometrics, Vol. 77 (April, 1997), pp. 303327. Reprinted in Recent Developments in Panel Data, B.H. Baltagi, editor, Edward Elgar Publishing, Cheltenham (2003), pp. 197221. 


2003 
"Unequally Spaced Panel Data Regressions with AR(1) Disturbances," with Ping X. Wu, Econometric Theory, Vol. 15 (December, 1999), pp. 133151. Reprinted in Recent Developments in Panel Data, B.H. Baltagi, editor, Edward Elgar Publishing, Cheltenham (2003), pp. 260269. 


2002 
"The Unbalnanced Nested Error Component Regression Model," with Seuch Heun Song and Byoung Cheol Jung, Journal of Econometrics,Vol. 101, (April, 2001), pp. 357381, Reprinted in Recent Developments in Panel Data, Badi H. Baltagi, editor, Edward Elgar Publishing, Cheltenham (2002), 270294. 


1993 
"On Seemingly Unrelated Regression with Error Components", Econometrica, Vol. 48 (September, 1980), pp. 15471551. Reprinted as Chapter 16 in The Econometrics of Panel Data, Vol. I, G.S. Maddala editor, Edward Elgar Publishing, 1993, pp. 249253. 


1993 
"Simultaneous Equations with Error Components", Journal of Econometrics, Vol. 17 (November, 1981), pp. 189200. Reprinted as Chapter 17 in The Econometrics of Panel Data, Vol. I, G.S. Maddala editor, Edward Elgar Publishing, 1993, pp. 254265. 