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Essays in panel data econometrics / Marc Nerlove.

By: Material type: TextTextLanguage: English Publication details: Cambridge : Cambridge University Press, 2002.Description: xvi, 366 páginas : ilustraciones, gráficas, tablas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 0521815347
Subject(s): DDC classification:
  • 330.015195  N37e  21
Other classification:
  • C23
Contents:
1. The history of panel data econometrics, 1861-1997: 1. Introduction ; 2. In the beginning: astronomy, agronomy, and statistics ; 3. Econometric development, the early years: from Chicago to the Paris conference of 1977 ; 4. Econometric development, the later years: from Paris to Paris ; 5. Beyond Paris -- 2. Pooling cross-section and time-series data in the estimation of a dynamic model: the demand for natural gas (with Pietro Balestra): 1. The dynamic model of gas demand ; 2. Estimation by ordinary least-squares methods ; 3. The residual model ; 4. Estimation procedures ; 5. Conclusion -- 3. Experimental evidence on the estimation of dynamic economic relation from a time series of cross sections: 1. Background ; 2. Design of the experiments ; 3. The results ; 4. Conclusions -- 4. Further evidence on the estimation of dynamic economic relation from a time series of cross sections: 1. Introduction ; 2. Design of the experiments ; 3. Comparative properties of different estimation procedures ; 4. Conclusions -- 5. A note on error-components models: 1. Introduction ; 2. The characteristic roots and vector of ; 3. The square root of ; 4. The inverse of and the GLS estimates of B ; 5. An interpretation of B and asymptotic distribution -- 6. Growth-rate convergence, fact or artifact? An essay on panel data econometrics: 1. Introduction ; 2. The neoclassical theory of growth convergence ; 3. Empirical investigations of convergence and the rate of convergence ; 4. Alternative methods for estimating rates of convergence ; 5. Empirical evidence on growth-rate convergence and the comparative performance of different panel data methods ; 6. Conclusion -- 7. Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth: 1. Introduction ; 2. Recent empirical investigations of convergence and the rate of convergence ; 3. Alternative methods for estimation ; 4. Empirical evidence on the comparative performance ; 5. Conclusion -- 8. Likelihood inference for dynamic panel models: 1. Introduction ; 2. The likelihood principle ; 3. Likelihood functions for two basic dynamic panel models ; 4. An empirical example: a study of cross-country economic.
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Item type Home library Call number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal 330.015195 N37e (Browse shelf(Opens below)) Available Reintegro BLAA 8/9/23 29004018970896
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1. The history of panel data econometrics, 1861-1997: 1. Introduction ; 2. In the beginning: astronomy, agronomy, and statistics ; 3. Econometric development, the early years: from Chicago to the Paris conference of 1977 ; 4. Econometric development, the later years: from Paris to Paris ; 5. Beyond Paris -- 2. Pooling cross-section and time-series data in the estimation of a dynamic model: the demand for natural gas (with Pietro Balestra): 1. The dynamic model of gas demand ; 2. Estimation by ordinary least-squares methods ; 3. The residual model ; 4. Estimation procedures ; 5. Conclusion -- 3. Experimental evidence on the estimation of dynamic economic relation from a time series of cross sections: 1. Background ; 2. Design of the experiments ; 3. The results ; 4. Conclusions -- 4. Further evidence on the estimation of dynamic economic relation from a time series of cross sections: 1. Introduction ; 2. Design of the experiments ; 3. Comparative properties of different estimation procedures ; 4. Conclusions -- 5. A note on error-components models: 1. Introduction ; 2. The characteristic roots and vector of ; 3. The square root of ; 4. The inverse of and the GLS estimates of B ; 5. An interpretation of B and asymptotic distribution -- 6. Growth-rate convergence, fact or artifact? An essay on panel data econometrics: 1. Introduction ; 2. The neoclassical theory of growth convergence ; 3. Empirical investigations of convergence and the rate of convergence ; 4. Alternative methods for estimating rates of convergence ; 5. Empirical evidence on growth-rate convergence and the comparative performance of different panel data methods ; 6. Conclusion -- 7. Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth: 1. Introduction ; 2. Recent empirical investigations of convergence and the rate of convergence ; 3. Alternative methods for estimation ; 4. Empirical evidence on the comparative performance ; 5. Conclusion -- 8. Likelihood inference for dynamic panel models: 1. Introduction ; 2. The likelihood principle ; 3. Likelihood functions for two basic dynamic panel models ; 4. An empirical example: a study of cross-country economic.

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