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Panel data econometrics / Manuel Arellano.
- Format:
- Book
- Author/Creator:
- Arellano, Manuel.
- Series:
- Advanced texts in econometrics
- Language:
- English
- Subjects (All):
- Econometrics.
- Panel analysis.
- Physical Description:
- xii, 231 pages : illustrations ; 24 cm.
- Place of Publication:
- Oxford ; New York : Oxford University Press, [2003]
- 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.
- Notes:
- Includes bibliographical references (pages 215-226) and index.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Charles R. Anderson Endowment Fund.
- ISBN:
- 0199245282
- 0199245290
- OCLC:
- 46846834
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