Panel Data Econometrics

Informationen zum Autor 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. Klappentext 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. Zusammenfassung 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. Inhaltsverzeichnis 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

Dettagli sul prodotto

• Autori: Manuel Arellano, Manuel (Professor of Econometrics Arellano, Arellano Manuel
• Con la collaborazione di: M. Arellano (Editore), G. Imbens (Editore)
• Editore: Oxford University Press
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 01.07.2003
• EAN: 9780199245284
• ISBN: 978-0-19-924528-4
• Pagine: 244
• Serie: Advanced Texts in Econometrics; Advanced Texts in Econometrics
• Categorie: Scienze sociali, diritto, economia > Economia > Economia politica; BUSINESS & ECONOMICS / Econometrics, Econometrics, Econometrics and economic statistics