J. D. Angrist and J. Pischke, Mostly Harmless Econometrics, 2009.

B. H. Baltagi, Econometric Analysis of Panel Data, 2008.

B. H. Baltagi, A Companion to Econometric Analysis of Panel Data, 2009.

B. H. Baltagi and S. Khanti-akom, On efficient estimation with panel data: An empirical comparison of instrumental variables estimators, Journal of Applied Econometrics, vol.49, issue.4, pp.401-406, 1990.
DOI : 10.1002/jae.3950050408

B. H. Baltagi, G. Bresson, and A. Pirotte, Fixed effects, random effects or Hausman???Taylor?, Economics Letters, vol.79, issue.3, pp.361-369, 2003.
DOI : 10.1016/S0165-1765(03)00007-7

N. Beck and J. Katz, Throwing Out the Baby with the Bath Water: A Comment on Green, Kim, and Yoon, International Organization, vol.55, issue.2, pp.487-495, 2001.
DOI : 10.1162/00208180151140658

L. Blaydes, Rewarding Impatience: A response to Goodrich, International Organization, vol.60, pp.515-525, 2006.

R. Boumahdi and A. Thomas, Instrument relevance and efficient estimation with panel data, Economics Letters, vol.93, issue.2, pp.305-310, 2006.
DOI : 10.1016/j.econlet.2006.05.020

URL : https://hal.archives-ouvertes.fr/halshs-00131827

T. Breusch, M. B. Ward, H. Nguyen, and T. Kompas, On the Fixed-Effects Vector Decomposition, Political Analysis, vol.136, issue.02, 2010.
DOI : 10.2307/1911060

D. Card, The Causal Effect of Education on Earnings. in Handbook of Labor Economics, 1999.

G. Chamberlain, Multivariate regression models for panel data, Journal of Econometrics, vol.18, issue.1, pp.5-46, 1982.
DOI : 10.1016/0304-4076(82)90094-X

R. Frisch and F. V. Waugh, Partial Time Regressions as Compared with Individual Trends, Econometrica, vol.1, issue.4, pp.387-401, 1933.
DOI : 10.2307/1907330

B. Goodrich, A Comment on ???Rewarding Impatience???, International Organization, vol.6, issue.02, pp.499-513, 2006.
DOI : 10.1093/pan/mpi014

D. P. Green, S. Y. Kim, and D. H. Yoon, Dirty Pool, International Organization, vol.55, issue.2, pp.441-468, 2001.
DOI : 10.1162/00208180151140630

W. Greene, Econometric Analysis, 2008.

W. Greene, Fixed Effects Vector Decomposition: A Magical Solution to the Problem of Time-Invariant Variables in Fixed Effects Models?, Political Analysis, vol.2, issue.02, 2010.
DOI : 10.1007/s10290-009-0011-8

J. A. Hausman, Specification Tests in Econometrics, Econometrica, vol.46, issue.6, pp.1251-1271, 1978.
DOI : 10.2307/1913827

J. A. Hausman and W. E. Taylor, Panel Data and Unobservable Individual Effects, Econometrica, vol.49, issue.6, pp.1377-1398, 1981.
DOI : 10.2307/1911406

C. Hsiao, Analysis of Panel Data, 2003.

J. Johnston and J. Dinardo, Econometric Methods, 1997.

H. K. Kelejian and S. W. Stephan, Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature, International Economic Review, vol.24, issue.1, pp.249-254, 1983.
DOI : 10.2307/2526126

J. Krishnakumar, Time Invariant Variables and Panel Data Models: A Generalised Frisch-Waugh Theorem and its Implications Panel Data Econometrics: Theoretical Contributions and Empirical Applications, published in the series " Contributions to Economic Analysis, pp.119-132, 2006.

W. Kristensen, On the Use of Fixed Effects Estimators for Time Series Cross Section Data, 2007.

M. C. Lovell, Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis, Journal of the American Statistical Association, vol.83, issue.304, pp.993-1010, 1963.
DOI : 10.1080/01621459.1957.10501412

T. Mitze, Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or Not IV?, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, 2009.
DOI : 10.2139/ssrn.1358224

Y. Mundlak, On the Pooling of Time Series and Cross Section Data, Econometrica, vol.46, issue.1, pp.69-85, 1978.
DOI : 10.2307/1913646

R. L. Oaxaca and I. Geisler, Fixed effects models with time invariant variables: a theoretical note, Economics Letters, vol.80, issue.3, pp.373-377, 2003.
DOI : 10.1016/S0165-1765(03)00121-6

D. Plumper and V. Tröger, Efficient Estimation of Time-Invariant and Rarely Changing Variables in Finite Sample Panel Analyses with Unit Fixed Effects, Political Analysis, vol.48, issue.02, pp.124-139, 2007.
DOI : 10.2307/1911060

G. W. Stewart, Collinearity and Least Squares Regression, Statistical Science, vol.2, issue.1, pp.68-100, 1987.
DOI : 10.1214/ss/1177013439

P. A. Swamy and S. S. Arora, The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models, Econometrica, vol.40, issue.2, pp.261-275, 1972.
DOI : 10.2307/1909405