Produktdetaljer
ISBN
9780199245284
Publisert
2003
Utgiver
Vendor
Oxford University Press
Vekt
491 gr
Høyde
241 mm
Bredde
161 mm
Dybde
17 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
244
Forfatter
Om bidragsyterne
Manuel Arellano is Professor at CEMFI in Madrid. He was previously a Visiting Professor of Economics at the University of Cambridge, and Editor of The Review of Economic Studies.
This book is intended for researchers and graduate students of econometrics.
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.
Les mer
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
Les mer
Panel Data analysis is becoming increasingly important in econometrics
Relatively few exisiting texts in this field
Internationally known and respected author
Manuel Arellano is Professor at CEMFI in Madrid. He was previously a Visiting Professor of Economics at the University of Cambridge, and Editor of The Review of Economic Studies.
Panel Data analysis is becoming increasingly important in econometrics
Relatively few exisiting texts in this field
Internationally known and respected author
Produktdetaljer
ISBN
9780199245284
Publisert
2003
Utgiver
Vendor
Oxford University Press
Vekt
491 gr
Høyde
241 mm
Bredde
161 mm
Dybde
17 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Innbundet
Antall sider
244
Forfatter