Panel data econometrics :
Lee, Myoung-jae.
Panel data econometrics : methods-of-moments and limited dependent variables / - San Diego : Academic Press, c2002. - xiii, 195 p. ;
Includes bibliographical references (p. 184-192) and index.
Describes developments in panel-data econometrics, focusing on implemention and computational feasibility of estimation methods. This book compares parametric and semiparametric approaches, provides estimators for response models, presents methods in panel data analysis, and, describes ideas behind generalized method of moments (GMM) estimation.
9780124406568 0124406564 0124406572 (diskette)
Panel analysis
Econometric models.
HB141 / .L434 2002
330.01'5195 / LEE
Panel data econometrics : methods-of-moments and limited dependent variables / - San Diego : Academic Press, c2002. - xiii, 195 p. ;
Includes bibliographical references (p. 184-192) and index.
Describes developments in panel-data econometrics, focusing on implemention and computational feasibility of estimation methods. This book compares parametric and semiparametric approaches, provides estimators for response models, presents methods in panel data analysis, and, describes ideas behind generalized method of moments (GMM) estimation.
9780124406568 0124406564 0124406572 (diskette)
Panel analysis
Econometric models.
HB141 / .L434 2002
330.01'5195 / LEE