Reading recommendations

Below is a list of some articles and books that may be useful when working with time-series cross-sectional data. The articles by Beck and Katz give a good introduction to the field while the books by Cheng and Wooldridge are more advanced.

Articles and papers

Beck, N. & J. Katz (2011). "Modeling Dynamics in Time-Series-Cross-Section Political Economy Data". Annual Review of Political Science 2011 (14): 331-352.

Bartels, Brandon L. (2008) Beyond "Fixed Versus Random Effects": A Framework for Improving Substantive and Statistical Analysis of panel, Time-Series Cross-Sectional, and Multilevel Data. Department of Political Science. Stony Brook University. New York.

De Boef, Suzanna & Keele, Luke (2008) "Taking Time Seriously". American Journal of Political Science. 52 (1): 184–200

Achen C. 2000. Why lagged dependent variables can suppress the explanatory power of other independent variables. Presented at Annu. Meet. Soc. Polit. Methodol., Jul. 20–22, Univ. Calif. Los Angeles.

Beck, N., J. Katz & R. Tucker (1998). "Taking Time Seriously: Time-Series-Cross-Section analysis with a binary Dependent Variable". American Journal of Political Science 42 (4): 1260-1288.

Beck, N. & J. Katz (1996) "Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models." Political Analysis 6 (1): 1-36

Beck, N. & J. Katz (1995). "What to do (and not to do) with time-series cross-section data". American Political Science Review 89 (3): 634-647.

Books

Hsiao, Cheng (2003). Analysis of Panel Data. Cambridge University Press.

Wooldridge, Jeffrey M. (2002) Econometric Analysis of Cross Section and Panel Data. The MIT Press.