Panel data econometrics /
Manuel Arellano.
- Oxford : Oxford University Press, 2003.
- xii, 231 páginas : tablas ; 24 cm.
- Advanced texts in econometrics .
Incluye referencias bibliográficas (páginas 215-226) e índice
1. Introduction ; I. Static models ; 2. Unobserved heterogeneity ; 3. Error components ; 4. Error in variables -- II. Time series models with error components ; 5. Covariance structures for dynamic error components ; 6. Autoregressive models with individual effects -- III. Dynamics and predetermined ; 7. Models with predetermined variables ; 8. Predetermined variables -- IV. Appendices ; A. Generalized method of moments stimation ; B. Optimal instruments in conditional models.