Panel Data Econometrics
Inbunden, Engelska, 2003
Av Manuel Arellano, Madrid) Arellano, Manuel (, Professor of Econometrics, CEMFI, M. Arellano, G. Imbens
2 779 kr
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Produktinformation
- Utgivningsdatum2003-06-26
- Mått161 x 241 x 17 mm
- Vikt491 g
- FormatInbunden
- SpråkEngelska
- SerieAdvanced Texts in Econometrics
- Antal sidor244
- FörlagOUP OXFORD
- ISBN9780199245284
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Manuel Arellano is Professor at CEMFI in Madrid. He was previously a Visiting Professor of Economics at the University of Cambridge, and Editor of The Review of Economic Studies.
- 1. Introduction ; PART I: STATIC MODELS ; 2. Unobserved Heterogeneity ; 3. Error Components ; 4. Error in Variables ; PART II: DYNAMIC MODELS ; 5. Covariance Structures for Dynamic Error Components ; 6. Autoregressive Models with Individual Effects ; 7. Models with Predetermined Variables
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