Panel Data Econometrics (Advanced Texts in Econometrics) - Softcover

Arellano, Manuel

Softcover

ISBN 10: 0199245290 ISBN 13: 9780199245291

Publisher: Oxford University Press, 2003

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.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

About this title

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.

About this edition

• Publisher: Oxford University Press
• Publication date: 2003
• ISBN 10: 0199245290
• ISBN 13: 9780199245291
• Binding: Paperback
• Edition number: 1
• Number of pages: 248