Panel Data Econometrics [ electronic resource ] / by Manuel Arellano.
By: Arellano, Manuel.
Material type:
TextPublisher: Oxford Scholarship Online, 2005ISBN: 9780199245284 ( e-book ).Subject(s): Econometrics | Economics and FinanceGenre/Form: Electronic booksOnline resources: https://doi.org/10.1093/0199245282.001.0001 View to click Summary: 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.
| Item type | Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
E-Book
|
WWW | Available | EB576 |
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.
There are no comments for this item.