A companion to Econometric analysis of panel data /

Main Author: Baltagi, Badi H.
Format: Book
Published: New York : Wiley and Sons, c2008.
Subjects:
Table of Contents:
  • Partitioned regression and the Frisch-Waugh-Lovell theorem
  • The one-way error component model
  • The two-way error component model
  • Test of hypotheses using panel data
  • Heteroskedasticity and serial correlation
  • Seemingly unrelated regressions with error components
  • Simultaneous equations with error components
  • Dynamic panels
  • Unbalanced panels
  • Special topics
  • Limited dependent variables
  • Nonstationary panels.