Panel Data Econometrics

Manuel Arellano (Autor)

Buch | Hardcover

244 Seiten

2003
Oxford University Press (Verlag)
978-0-19-924528-4 (ISBN)

Artikel merken

Written by one of a leading expert on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.

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.

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

Erscheint lt. Verlag	1.7.2003
Reihe/Serie	Advanced Texts in Econometrics
Verlagsort	Oxford
Sprache	englisch
Maße	161 x 241 mm
Gewicht	491 g
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-19-924528-2 / 0199245282
ISBN-13	978-0-19-924528-4 / 9780199245284
Zustand	Neuware