目录
Introduction to the Series
Preface
List of Contributors
PART I THEORETICAL CONTRIBUTIONS
Chapter 1. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence
Chapter 2. A Full Heteroscedastic One-Way Error Components Model: Pseudo-Maximum Likelihood Estimation and Specification Testing
Chapter 3. Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-Normality
Chapter 4. Modelling the Initial Conditions in Dynamic Regression Models of Panel Data with Random Effects
Chapter 5. Time Invariant Variables and Panel Data Models: A Generalised Frisch–Waugh Theorem and its Implications
PART II EMPIRICAL APPLICATIONS
Chapter 6. An Intertemporal Model of Rational Criminal Choice
Chapter 7. Swedish Liquor Consumption: New Evidence on Taste Change
Chapter 8. Import Demand Estimation with Country and Product Effects: Application ofMulti-Way Unbalanced Panel Data Models to Lebanese Imports
Chapter 9. Can Random Coefficient Cobb–Douglas Production Functions be Aggregated to Similar Macro Functions?
Chapter 10. Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 Countries
Chapter 11. The Dynamics of Exports and Productivity at the Plant Level: A Panel Data Error CorrectionModel (ECM) Approach
Chapter 12. Learning about the Long-Run Determinants of Real Exchange Rates for Developing Countries: A Panel Data Investigation
Chapter 13. Employee Turnover: Less is Not Necessarily More?
Chapter 14. Dynamic Panel Models with Directors’ and Officers’Liability Insurance Data
Chapter 15. Assessment of the Relationship between Income Inequality and Economic Growth: A Panel Data Analysis of the 32 Federal Entities of Mexico, 1960–2002 361