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Panel Data Econometrics
Manuel Arellano
Abstract
This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models. Part II discusses pure time series models. Part III considers dynamic conditional models.
Keywords: panel data econometrics, linear static models, dynamic models, error components, time series models
Bibliographic Information
| Print publication date: 2003 | Print ISBN-13: 9780199245284 |
| Published to Oxford Scholarship Online: July 2005 | DOI:10.1093/0199245282.001.0001 |
