عنوان
پدید آورنده
موضوع
رده
HB139 .A74 2003
HB139
.
A74
2003
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0199245282
(Number (ISBN
0199245290
(Number (ISBN
9780199245284
(Number (ISBN
9780199245291
NATIONAL BIBLIOGRAPHY NUMBER
Number
b718052
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Panel data econometrics /
General Material Designation
[Book]
First Statement of Responsibility
Manuel Arellano.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Oxford University Press,
Date of Publication, Distribution, etc.
©2003.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 231 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm
SERIES
Series Title
Advanced texts in econometrics
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 215-226) and index.
CONTENTS NOTE
Text of Note
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.
0
SUMMARY OR ABSTRACT
Text of Note
"This book presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data analysis."--Jacket.
TOPICAL NAME USED AS SUBJECT
Econometrics.
Panel analysis.
Économétrie.
Panels.
Datenanalyse
Econometria.
Econometrics.
Econometrics.
Econométrie.
Econometrische analyse.
Economia (administração)
Estatística aplicada.
Modèles économétriques.
Ökonometrie
Panel
Panel analysis.
Panel analysis.
Panelanalyse
Panelanalyse.
DEWEY DECIMAL CLASSIFICATION
Number
330
.
015195
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HB139
Book number
.
A74
2003
OTHER CLASS NUMBERS
Class number
83
.
03
Class number
QH
237
Class number
QH
244
Class number
QH
320
System Code
bcl
System Code
rvk
System Code
rvk
System Code
rvk
PERSONAL NAME - PRIMARY RESPONSIBILITY
Arellano, Manuel.
ORIGINATING SOURCE
Date of Transaction
20201208101506.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
