000			01563cam a2200253 a 4500
001			137210
003			ISI Library, Kolkata
005			20161109125611.0
008			040308s2003 enka b 001 0 eng d
020			_a9780199245291
040			_aISI Library
082	0	4	_a330.015195 _223 _bAr679
100	1		_aArellano, Manuel, _eauthor
245	1	0	_aPanel data econometrics / _cManuel Arellano.
260			_aOxford ; _bOxford University Press, _c2013.
300			_axii, 231 p. : _bill. ; _c24 cm.
490	0		_aAdvanced texts in econometrics
504			_aIncludes bibliographical references and index.
505	0		_a1. 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.
520			_aPresenting 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.
650		0	_aEconometrics.
650		0	_aPanel analysis.
942			_2ddc _cBK
999			_c421202 _d421202