PANEL DATA ECONOMETRICS

ARELLANO M.

wydawnictwo: OXFORD , rok wydania 2003, wydanie I

cena netto: ~~195.00~~ Twoja cena 185,25 zł + 5% vat - dodaj do koszyka

This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. Part I deals with static models, Part II with time series models with error components, and Part III with dynamics and predeterminedness. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling. The book combines methods and applications, so will appeal to both the academic and practitioner markets.

Readership: Researchers and graduate students of econometrics. Applied researchers in government and industry.

Table of Contents

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

230 pages

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