A companion to Econometric analysis of panel data
by
Baltagi, Badi H. (Badi Hani)
Title
:
A companion to Econometric analysis of panel data
Author
:
Baltagi, Badi H. (Badi Hani)
ISBN
:
9780470744031
Personal Author
:
Baltagi, Badi H. (Badi Hani)
Publication Information
:
Chichester, England : John Wiley & Sons, 2009.
Physical Description
:
xii, 295 p. ; 25 cm.
General Note
:
"This book is intended as a companion to Econometric analysis of panel data by Baltagi (2008)"--Preface.
Contents
:
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.
Subject Term
:
Econometrics.
Panel analysis.
Added Author
:
Baltagi, Badi H. (Badi Hani). Econometric analysis of panel data.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025420650 | 330.015195 B197C 2009 | 1 |