TY  - BOOK
AU  - Arellano,Manuel
TI  - Panel data econometrics
T2  - Advanced texts in econometrics
SN  - 9780199245291
U1  - 330.015195 23
PY  - 2013///
CY  - Oxford
PB  - Oxford University Press
KW  - Econometrics
KW  - Panel analysis
N1  - Includes bibliographical references and index; 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
N2  - Presenting some of the main topics in panel data econometrics, this work deals with static models, time series models with error components, and with dynamics and predeterminedness. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling
ER  -