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Panel Data Econometrics

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Panel Data Econometrics

by Manuel Arellano (Author)

Hardback

ISBN: 9780199245284

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Contents

Written by one of a leading expert on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.

This book is intended for researchers and graduate students of econometrics.

ISBN	199245282
ISBN13	9780199245284
Publisher	Oxford University Press Inc, USA
Format	Hardback
Publication date	26/06/2003
Pages	244
Weight (grammes)	491
Published in	United States
Height (mm)	234
Width (mm)	156

1. Introduction
PART I: STATIC MODELS
2. Unobserved Heterogeneity
3. Error Components
4. Error in Variables
PART II: DYNAMIC MODELS
5. Covariance Structures for Dynamic Error Components
6. Autoregressive Models with Individual Effects
7. Models with Predetermined Variables