Panel Data Econometrics

Abstract

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.

Identifiers

DOI

10.1093/0199245282.001.0001

Citations and references