Editor: Manuel Arellano
是扫描版本的，但质量也不算很差。
免费分享
下完不要忘了顶一下啊，让更多人能够看到。
谢谢！
【书名】 Panel data econometrics
【作者】Arellano, Manuel
【出版社】Oxford University Press
【版本】1
【出版日期】2003
【文件格式】PDF
【文件大小】23M
【页数】231
【ISBN出版号】 0-19-924529-0
【资料类别】计量经济学
【扫描版还是影印版】扫描版
【是否缺页】否
【关键词】Econometrics; Panel Data
【内容简介】Reviews some of the main topics in panel data econometrics. Addresses issues of
unobserved heterogeneity, error components, and error in variables in the context of static
models. Discusses dynamic, pure time series models, focusing on covariance structures for dynamic
error components and autoregressive models with individual effects. Considers dynamic conditional
models, including models with both strictly exogenous and lagged dependent variables and models
with predetermined variables.
【目录】
1. Introduction
pp. 1-5(5)
Part I. Static Models
2. Unobserved Heterogeneity
pp. 7-31(25)
3. Error Components
pp. 31-47(17)
4. Error in Variables
pp. 47-55(9)
Part II. Time Series Models with Error Components
5. Covariance Structures for Dynamic Error Components
pp. 57-81(25)
6. Autoregressive Models With Individual Effects
pp. 81-128(48)
Part III. Dynamics and Predeterminedness
pp. 128-129(2)
7. Models with Both Strictly Exogenous and Lagged Dependent Variables
pp. 129-143(15)
8. Predetermined Variables
pp. 143-175(33)
Part IV. Appendices
pp. 175-231(57)
[此贴子已经被作者于2008-12-29 13:05:23编辑过]
扫码加好友，拉您进群
全部版块
我的主页
收藏
