Baltagi, Badi H.

A companion to Econometric analysis of panel data / by Badi H. Baltagi. - Hoboken, NJ : John Wiley & Sons, c2009. - xii, 295 p. ; 25 cm.

"This book is intended as a companion to Econometric analysis of panel data by Baltagi (2008)"--Preface.

Includes bibliographical references (p. [277]-285) and index.

Partitioned regression and the Frisch-Waugh-Lovell theorem -- The one-way error component model -- The two-way error component model -- Test of hypotheses using panel data -- Heteroskedasticity and serial correlation -- Seemingly unrelated regressions with error components -- Simultaneous equations with error components -- Dynamic panels -- Unbalanced panels -- Special topics -- Limited dependent variables -- Nonstationary panels.

9780470744031: Rs.24194.00


Econometrics.
Panel analysis.

330.015195 / BAL/C