Panel Data Econometrics
Top Cited Papers
- 26 June 2003
- book
- Published by Oxford University Press (OUP)
Abstract
This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic responses and unobserved heterogeneity in panel data models. The book is divided into three parts. Part I deals with static models. Part II discusses pure time series models. Part III considers dynamic conditional models.Keywords
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