"This book is intended as a companion to Econometric analysis of panel data by Baltagi (2008)"--Preface.
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Includes bibliographical references (p. [277]-285) and index.
Partitioned regression and the Frisch-Waugh-Lovell theorem -- The one-way error component model -- The two-way error component model -- Test of hypotheses using panel data -- Heteroskedasticity and serial correlation -- Seemingly unrelated regressions with error components -- Simultaneous equations with error components -- Dynamic panels -- Unbalanced panels -- Special topics -- Limited dependent variables -- Nonstationary panels.
Econometrics
Panel analysis
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Baltagi, Badi H.(Badi Hani)
Baltagi, Badi H.(Badi Hani)Econometric analysis of panel data