Panel data econometrics
Auteur :
Arellano, Manuel
Éditeur :
Oxford University Press
ISBN :
9780199245291
Date de publication :
26 juin 2003
Dimensions :
23,3 x 15,7 x 1,3 cm
Poids :
389 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Presenting some of the main topics in panel data econometrics, this work deals with static models, time series models with error components, and with dynamics and predeterminedness. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling.