Arellano, Manuel
Panel Data Econometrics [ electronic resource ] / by Manuel Arellano. - Oxford Scholarship Online, 2005
This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models. Part II discusses pure time series models. Part III considers dynamic conditional models.
9780199245284 ( e-book )
Econometrics
Economics and Finance
Electronic books
Panel Data Econometrics [ electronic resource ] / by Manuel Arellano. - Oxford Scholarship Online, 2005
This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models. Part II discusses pure time series models. Part III considers dynamic conditional models.
9780199245284 ( e-book )
Econometrics
Economics and Finance
Electronic books
