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Panel Data Econometrics

AbstractThis book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models. Part II discusses pure time series models. Part III considers dynamic conditional models.

Oxford University PressOxford

Manuel Arellano

2005

Title: Panel Data Econometrics

Description:

AbstractThis book reviews some of the main topics in panel data econometrics.

It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models.

The book is divided into three parts.

Part I deals with static models.

Part II discusses pure time series models.

Part III considers dynamic conditional models.

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