Publisher description for Panel data econometrics / Manuel Arellano.


Bibliographic record and links to related information available from the Library of Congress catalog


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Panel data econometrics uses both time series and cross-sectional data sets that have repeated observations over time for the same individuals (individuals can be workers, households, firms, industries, regions, or countries). This book reviews the most important topics in the subject. The three parts, dealing with static models, dynamic models, and discrete choice and related models are organized around the themes of controlling for unobserved heterogeneity and modelling dynamic responses and error components.


Library of Congress subject headings for this publication:
Econometrics.
Panel analysis.