Econometric Analysis of Panel Data

In: Springer Texts in Business and Economics

In: Springer eBook Collection

Abstract

Introduction -- The One-Way Error Component Regression Model -- The Two-Way Error Component Regression Model -- Test of Hypotheses with Panel Data -- Heteroskedasticity and Serial Correlation in the Error Component Model -- Seemingly Unrelated Regressions with Error Components -- Simultaneous Equations with Error Components -- Dynamic Panel Data Models -- Unbalanced Panel Data Models -- Special Topics -- Limited Dependent Variables and Panel Data -- Nonstationary Panels -- Spatial Panel Data Models.