... Squares (SLS) and Weighted SLS Estimation of Single-Index Models,’’ Journal of Econometrics 58, 71– 120 Im, K S., S C Ahn, P Schmidt, and J M Wooldridge (1999), ‘‘E‰cient Estimation of Panel Data Models ... Variables Estimation of ErrorComponent Models,’’ Journal of Econometrics 68, 29–51 ´ Arellano, M., and B E Honore (in press), ‘ Panel Data: Some Recent Developments,’’ Handbook of Econometrics, Volume ... on Count Data: Comparisons and Applications of Some Estimators and Tests,’’ Journal of Applied Econometrics 1, 29–53 Cameron, A C., and P K Trivedi (1998), Regression Analysis of Count Data Cambridge:...