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.
|Print publication date: 2003||Print ISBN-13: 9780199245284|
|Published to Oxford Scholarship Online: July 2005||DOI:10.1093/0199245282.001.0001|