Panel data econometrics /

Bibliographic Details
Main Author: Arellano, Manuel, 1957-
Format: Book
Language:English
Published: New York : Oxford University Press, 2003
Subjects:
Online Access:Información sobre el autor
Table of Contents:
  • 1. Introduction
  • Pte. 1: Static models
  • 2. Unobserved heterogeneity
  • 3. Error components
  • 4. Error in variables
  • Pte.2: Time series models with error components
  • 5. Covariance structures for dynamic error components
  • 6. Autoregressive models with individual effects
  • Pte. 3: Dynamics and Predeterminedness
  • 7. Models with both strictly exogenous and lagged dependent variables
  • 8. Predetermined variables
  • Pte.4: Appendices.