Panel data econometrics /
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| Author / Creator: | Arellano, Manuel. |
|---|---|
| Imprint: | Oxford ; New York : Oxford University Press, c2003. |
| Description: | xii, 231 p. : ill. ; 24 cm. |
| Language: | English |
| Series: | Advanced texts in econometrics |
| Subject: | |
| Format: | E-Resource Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5127345 |
Table of Contents:
- advanced Texts In Econometrics
- Panel Data Econometrics
- Preface
- 1. Introduction
- Part I. Static Models
- 2. Unobserved Heterogeneity
- 3. Error Components
- 4. Error in Variables
- Part II. Time Series Models with Error Components
- 5. Covariance Structures for Dynamic Error Components
- 6. Autoregressive Models with Individual Effects
- Part III. Dynamics and Predeterminedness
- 7. Models with Both Strictly Exogenous and Lagged Dependent Variables
- 8. Predetermined Variables
- Part IV. Appendices
- A Generalized Method of Moments Estimation
- References
- Index
