Panel data econometrics

By: Arellano, ManuelMaterial type: TextTextSeries: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2003Description: xii, 231 p. : illISBN: 9780199245284; 0199245282Subject(s): Econometrics | Panel analysis | ECONOMETRİDDC classification: 330.015195 Online resources: Click here to access online | Click here to access online
Contents:
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.
Summary: 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
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Reference Books Reference Books Main Library
Reference 		Reference 330.015195 ARE (Browse shelf(Opens below)) Available 012028
Total holds: 0

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

There are no comments on this title.

to post a comment.

© University of Vavuniya

---