Panel Data Econometrics
Published on 26. June 2003
Book
Hardback
244 pages
978-0-19-924528-4 (ISBN)
Description
This book is intended for researchers and graduate students of econometrics.
More details
Series
Language
English
Place of publication
Oxford
United Kingdom
Target group
Professional and scholarly
Dimensions
Height: 240 mm
Width: 161 mm
Thickness: 18 mm
Weight
534 gr
ISBN-13
978-0-19-924528-4 (9780199245284)
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Manuel Arellano
Panel Data Econometrics
Book
06/2003
Oxford University Press
€73.04
Shipment within 15-20 days
Person
Manuel Arellano is Professor at CEMFI in Madrid. He was previously a Visiting Professor of Economics at the University of Cambridge, and Editor of The Review of Economic Studies.
Content
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