000			01560cam a2200241 a 4500
020			_a9780199245284
020			_a0199245282
082	0	4	_a330.015195 _bARE
100	1		_aArellano, Manuel.
245	1	0	_aPanel data econometrics
260			_aOxford ; _aNew York : _bOxford University Press, _cc2003.
300			_axii, 231 p. : _bill. ;
490			_aAdvanced texts in econometrics.
500			_aIncludes Index
505			_a1. 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.
520			_aPresenting 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
650		0	_aEconometrics.
650		0	_aPanel analysis.
650		0	_aECONOMETRİ.
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0620/2004270169-d.html
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0725/2004270169-b.html
942			_cREF
999			_c40302 _d40302