ECONOMETRIC ANALYSIS OF PANEL DATA

by Baltagi, Badi

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Title Statements

Full title :ECONOMETRIC ANALYSIS OF PANEL DATA.

Edition Statements

Publication Date:2021.

Publication Statements

Publisher(s):Springer
Place of Publication:S.l
Language:eng
Publication Date:2021.

Edition Identifiers

ISBN:3030539520, 9783030539528
oclc:on1159045745
LC Classification:HB139
Dewey Decimal:330.01/5195

Introduction -- The one-way error component regression model -- The two-way error component regression model -- Test of hypotheses with panel data -- Heteroskedasticity and serial correlation in the error component model -- Seeming unrelated regressions with error components -- Simultaneous equations with error components -- Dynamic panel data models -- Unbalanced panel data models -- Special topics -- Limited dependent variables and panel data -- Nonstationary panels -- Spatial panel data models.