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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 modelling.
TITLE: Panel Data Econometrics
AUTHOR: Manuel Arellano
SKU: 9780199245291
PUBLISHER: Oxford University Press
DATE PUBLISHED: 30/06/2003
PLACE PUBLISHED: United Kingdom
PAGES: 256
BINDING: Paperback / softback
LANGUAGE: English
DIMENSIONS: 157 mm x 233 mm x 13 mm
WEIGHT: 389 gr