Panel data econometrics /
Arellano, Manuel.
Panel data econometrics / - Oxford ; New York : Oxford University Press, c2003. - xii, 231 p. : - Advanced texts in econometrics .
Includes bibliographical references (p. 215-226) and index.
Presenting some of the main topics in panel data econometrics, this work deals with static models, time series models with error components, and with dynamics and predeterminedness. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling.
9780199245284 0199245282 0199245290 (pbk.)
Econometrics.
Panel analysis.
HB139 / .A74 2003
330.01'5195 / ARE
Panel data econometrics / - Oxford ; New York : Oxford University Press, c2003. - xii, 231 p. : - Advanced texts in econometrics .
Includes bibliographical references (p. 215-226) and index.
Presenting some of the main topics in panel data econometrics, this work deals with static models, time series models with error components, and with dynamics and predeterminedness. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling.
9780199245284 0199245282 0199245290 (pbk.)
Econometrics.
Panel analysis.
HB139 / .A74 2003
330.01'5195 / ARE