TY  - BOOK
AU  - Arellano,Manuel
TI  - Panel data econometrics
T2  - Advanced texts in econometrics
SN  - 9780199245284
U1  - 330.015195 
PY  - 2003///
CY  - Oxford, New York
PB  - Oxford University Press
KW  - Econometrics.
KW  - Panel analysis
KW  - ECONOMETRİ
N1  - 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
N2  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy0620/2004270169-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0725/2004270169-b.html
ER  -