TY  - BOOK
AU  - Arellano,Manuel
TI  - Panel data econometrics / 
T2  - Advanced texts in econometrics
SN  - 9780199245291
U1  - 330.015195  21
PY  - 2003///
CY  - Oxford : 
PB  - Oxford University Press, 
KW  - Datos panel
KW  - Análisis panel
N1  - 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
ER  -