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Panel Data Econometrics : Advanced Texts in Econometrics - Manuel Arellano

Panel Data Econometrics

Advanced Texts in Econometrics

Hardcover Published: 1st July 2003
ISBN: 9780199245284
Number Of Pages: 244

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Panel data econometrics uses both time series and cross-sectional data sets that have repeated observations over time for the same individuals (individuals can be workers, households, firms, industries, regions, or countries). This book reviews the most important topics in the subject. The three parts, dealing with static models, dynamic models, and discrete choice and related models are organized around the themes of controlling for unobserved heterogeneity and modelling dynamic responses and error components.

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

ISBN: 9780199245284
ISBN-10: 0199245282
Series: Advanced Texts in Econometrics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 244
Published: 1st July 2003
Publisher: Oxford University Press
Country of Publication: GB
Dimensions (cm): 24.1 x 16.1  x 1.7
Weight (kg): 0.49

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