Some of my papers on panel data econometrics:

Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions  

(September 2006 version, presented at UK ESG Meeting  in July 2004 and at ESWM in August 2005) 
 

Supplementary material for ''Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions''
(December 2006 version)

An efficient Linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data
(published in Econometric Theory, 23, 2007, pp519-535.)

GMM estimation and inference in dynamic panel data models with persistent data
(forthcoming in Econometric Theory)

Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
(forthcoming in Journal of Econometrics)

On the estimation of panel regression models with fixed effects
(March 2003 version)

Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms
(May 2002, Queen Mary Working Paper 459, with Elias Tzavalis)
 

Below you can find the slides of some of the courses I have taught recently:
 

Econometrics A (MSc):

Course outline

Lectures:

• Lecture 1
• Annexe to lecture 1
• Lecture 2
• Lecture 3
• Lecture 4
• Lecture 5
• Lecture 6
• Lecture 7
• Lecture 8
• Lecture 9

• Problem set 1
• Problem set 2
• Problem set 5  Answer set 5
• Problem set 6  Answer set 6
• Problem set 8  Answer set 8

 Econometrics B (MSc):

• Lecture 1
• Lecture 2
• Lecture 3
• Lecture 4
• Lecture 5