Panel data econometrics /
xii, 231 p. : ill. ; 24 cm. - (Advanced texts in econometrics ) Content notes : 1. Introduction --
I. Static Models: 2. Unobserved heterogeneity --
3. Error components --
4. Error in variables --
II. Time Series Models with Error Components: 5. Covariance structures for dynamic error components --
6. Autoregressive models with individual effects --
III. Dynamics and Predeterminedness: 7. Models with both strictly exogenous and lagged dependent variables --
8. Predetermined variables --
IV. Appendices: A. Generalized method of moments estimation --
B. Optimal instruments in conditional models. Panel analysis.
