Panel Data Econometrics (Advanced Texts in Econometrics) - Hardcover
Book 15 of 26: Advanced Texts in Econometrics
Synopsis
Panel data econometrics uses both time series and cross-sectional data sets that have repeated observations over time for the same individuals (individuals can be workers, households, firms, industries, regions, or countries). This book reviews the most important topics in the subject. The three parts, dealing with static models, dynamic models, and discrete choice and related models are organized around the themes of controlling for unobserved heterogeneity and modelling dynamic responses and error components.
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About the Author
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.
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Panel Data Econometrics (Advanced Texts in Econometrics)
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Oxford University Press, 2002
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ISBN 13: 9780199245284
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Panel Data Econometrics
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Panel Data Econometrics
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ISBN 13: 9780199245284
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