Baltagi, Badi H.

Econometric analysis of Panel Data - 2a ed. - Nueva York John Wiley & Sons 2001 - 293 p.

Contiene: Introduction.- 2. The one way error componet regression model.- 3. The two way error componet regression model.- 4. Test of hypotheses with panel data.- 5. Heteroskedasticity and serial correlation in the error component model.- 6. Semingly unrelated regressions with error components.- 7. Simultaneous equations with error components.- 8. Dynamic panel data models.- 9. Unbalanced panel data models.- 10. Special topics.- 11. Limited dependent variables and panel data.- 12. Nostationary panels.

0-471-49937-4


Econometrics

Panel analysis

HB/139/B35/2001