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.
This book is intended for researchers and graduate students of econometrics.
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
This book is intended for researchers and graduate students of econometrics.
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
Produkteigenschaften
- Artikelnummer: 9780199245284
- Medium: Buch
- ISBN: 978-0-19-924528-4
- Verlag: Oxford University Press
- Erscheinungstermin: 26.06.2003
- Sprache(n): Englisch
- Auflage: Erscheinungsjahr 2003
- Serie: Advanced Texts in Econometrics
- Produktform: Gebunden
- Gewicht: 491 g
- Seiten: 244
- Format (B x H x T): 161 x 241 x 17 mm
- Ausgabetyp: Kein, Unbekannt