Panel Data Econometrics

by Manuel Arellano

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.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume
explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

• Format: Paperback
• Language: English
• ISBN: 0199245290
• ISBN13: 9780199245291
• Release Date: June 2003
• Publisher: Oxford University Press, USA
• Length: 248 Pages
• Weight: 0.90 lbs.
• Dimensions: 0.5" x 6.2" x 9.3"