Panel Data Econometrics

ISBN: 9780199245291 出版年：2005 页码：244 Arellano, Manuel Oxford University Press

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