Panel data econometrics
Material type:
TextSeries: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2003Description: xii, 231 p. : illISBN: 9780199245284; 0199245282Subject(s): Econometrics | Panel analysis | ECONOMETRİDDC classification: 330.015195 Online resources: Click here to access online | Click here to access online | Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Reference Books
|
Main Library Reference | Reference | 330.015195 ARE (Browse shelf(Opens below)) | Available | 012028 |
Browsing Main Library shelves, Shelving location: Reference, Collection: Reference Close shelf browser (Hides shelf browser)
| 330.0151 MOU Introductory Mathematical Economics | 330.0151 SYD Mathematics for economic analysis / | 330.0151 THO Using Statistics in Economics | 330.015195 ARE Panel data econometrics | 330.015195 BIO Econometrics of panel data : methods and applications | 330.015195 DOU Introduction to econometrics | 330.015195 END Applied Econometric Time Series |
Includes Index
1. Introduction --
I. Static Models: 2. Unobserved heterogeneity --
3. Error components --
4. Error in variables --
II. Time Series Models with Error Components: 5. Covariance structures for dynamic error components --
6. Autoregressive models with individual effects --
III. Dynamics and Predeterminedness: 7. Models with both strictly exogenous and lagged dependent variables --
8. Predetermined variables --
IV. Appendices: A. Generalized method of moments estimation
B. Optimal instruments in conditional models.
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 modellingpanel data modelling
There are no comments on this title.