A companion to econometric analysis of panel data /

Bibliographic Details
Main Author: Baltagi, Badi H. (Badi Hani)
Format: Book
Language:English
Published: Chichester, West Sussex : John Wiley, 2009
Subjects:
Table of Contents:
  • 1. Partitioned regression and the Frisch-Waugh-Lovell theorem
  • 2. The one-way error component model
  • 3. The two-way error component model
  • 4. Test of hypotheses using oanel data
  • 5. Heteroskedasticity and serial correlation
  • 6. Seemingly unrelated regressions with error components
  • 7. Simultaneous equations with error components
  • 8. Dynamic panels
  • 9. Unbalanced panels
  • 10. Special topics
  • 11. Limited dependent variables
  • 12. Nonstationary panels.