| Document Type
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BL
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| Record Number
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963682
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| Doc. No
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b718052
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| Main Entry
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Arellano, Manuel.
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| Title & Author
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Panel data econometrics /\ Manuel Arellano.
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| Publication Statement
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Oxford ;New York :: Oxford University Press,, ©2003.
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| Series Statement
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Advanced texts in econometrics
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| Page. NO
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xii, 231 pages :: illustrations ;; 24 cm
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| ISBN
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0199245282
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: 0199245290
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: 9780199245284
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: 9780199245291
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| Bibliographies/Indexes
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Includes bibliographical references (pages 215-226) and index.
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| Contents
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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.
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| Abstract
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"This book presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data analysis."--Jacket.
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| Subject
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Econometrics.
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| Subject
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Panel analysis.
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| Subject
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Économétrie.
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| Subject
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Panels.
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| Subject
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Datenanalyse
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Econometria.
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Econometrics.
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| Subject
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Econometrics.
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| Subject
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Econométrie.
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| Subject
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Economia (administração)
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| Subject
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Estatística aplicada.
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| Subject
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Modèles économétriques.
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| Subject
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Ökonometrie
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| Subject
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Panel analysis.
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| Subject
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Panel analysis.
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| Subject
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Panel
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| Subject
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Panelanalyse
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| Subject
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Econometrische analyse.
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| Subject
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Panelanalyse.
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| Dewey Classification
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330.015195
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| LC Classification
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HB139.A74 2003
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| NLM classification
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83.03bcl
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QH 237rvk
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QH 244rvk
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QH 320rvk
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