专著类

1. Wooldridge, J. M. Econometric Analysis of Cross Section and Panel Data [M], MIT press, 2010.

2. Baltagi, B. H. Econometric analysis of panel data [M]. Chichester (West Sussex), John Wiley & Sons, Inc., 2013.

3. Tsounis, N. and A. Vlachvei. ADVANCES IN PANEL DATA ANALYSIS IN APPLIED ECONOMIC RESEARCH [M], SPRINGER, 2017.

4. Erik, B. Econometrics of panel data : methods and applications [M], Oxford University Press, 2017.

5. Croissant, Y. and G. Millo. Panel data econometrics with R [M]. Hoboken, John Wiley & Sons, 2019.

R编程建模实现，与Baltagi的专著相呼应。

编著类

1. Baltagi, B. H. The Oxford handbook of panel data [M], Oxford press, 2015.

2. Tsionas, M. Panel Data Econometrics: Theory [M], Academic Press, 2019.

3. Tsionas, M. Panel Data Econometrics: Empirical Applications [M], Academic Press, 2019.