Panel data econometrics / Manuel Arellano.

By:

Arellano, Manuel

Material type: Text

TextLanguage: English Publication details: Oxford ; New York : Oxford University Press, c2003.Description: 1 online resource (xii, 231 p. )Content type:

text

Media type:

computer

ISBN:

0199245282
0199245290 (pbk.)

Subject(s):

Genre/Form:

Electronic books.

DDC classification:

330.015195 21

LOC classification:

HB139 .A74 2003

Online resources:

Full text available: ◉ login required

Summary: 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.

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Holdings
Item type	Current library	Collection	Shelving location	Call number	Copy number	Status	Date due	Barcode
eBook (Electronic Book)	North South University Library	Non-fiction	Online	HB139.A74 2003 (Browse shelf(Opens below))	1	1		500010133

Includes bibliographical references (p. 215-226) and index.

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.

North South University Library OPAC

Panel data econometrics / Manuel Arellano.