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Panel Data Econometrics
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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.
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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