Panel data econometrics

Arellano, Manuel.

Panel data econometrics - Oxford ; New York : Oxford University Press, c2003. - xii, 231 p. : ill. ; - Advanced texts in econometrics. .

Includes Index

1. Introduction --
I. Static Models: 2. Unobserved heterogeneity --
3. Error components --
4. Error in variables --
II. Time Series Models with Error Components: 5. Covariance structures for dynamic error components --
6. Autoregressive models with individual effects --
III. Dynamics and Predeterminedness: 7. Models with both strictly exogenous and lagged dependent variables --
8. Predetermined variables --
IV. Appendices: A. Generalized method of moments estimation
B. Optimal instruments in conditional models.

Presenting some of the main topics in panel data econometrics, this work deals with static models, time series models with error components, and with dynamics and predeterminedness. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modellingpanel data modelling

9780199245284 0199245282


Econometrics.
Panel analysis.
ECONOMETRİ.

330.015195 / ARE

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