Panel Data Econometrics

Manuel (, Professor of Econometrics, CEMFI, Madrid) Arellano

Oxford University Press, 2003

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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.

ISBN-13
9780199245291
ISBN-10
0199245290
Publisher
Oxford University Press
Year
2003
Publication date
2003-06-26
Pages
246
Dimensions
233x158x15
Weight
376