| Year | ||
| 2007 | “Editors’ Introduction: Heterogeneity and Cross Section Dependence in Panel Data Models: Theory and Applications,” a special issue of Journal of Applied Econometrics, with M. Hashem Pesaran, Journal of Applied Econometrics, Vol. 22 (March 2007), pp. 229-232. | |
| 2007 | “Editors’ Introduction: Analysis of Spatially Dependent Data,” a special issue of Journal of Econometrics,“ with Harry Kelejian and Ingmar Prucha, Vol. 140 (September, 2007), pp. 1-4. | |
| 2004 | "Editor's Introduction: Panel Data Theory and Applications, Physica-Verlag, Heidelberg, pp.1-4. | |
| 2002 | "Editor's Introduction: Recent Developments in the Econometrics of Panel Data, Volumes I and II," Edward Elgar Publishing, Cheltenham, pp. 442-460. | |
| 2001 | "Editors Introduction: A Companion to Theoretical Econometrics," Blackwell Publishers, Oxford, pp. 1-15. | |
| 2000 | "Editors Introduction: Nonstationary Panels, Panel Cointegration, and Dynamic Panels," with Thomas B. Fomby and R. Carter Hill, Advances in Econometrics: Nonstationary Panels, Panel Cointegration, and Dynamic Panels, Vol. 15, pp. 1-5. | |
| 1992 | "Introduction and Overview: Panel Data Analysis," with Baldev Raj, Physica-Verlag, Heidelberg, pp. 1-8. |