Normal view MARC view ISBD view

Baltagi, Badi H.

Econometric analysis of panel data / Badi H. Baltagi. - Fifth Edition. - xiii, 373 pages ; 25 cm

Includes bibliographical references and index.

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 -- Seeming 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.

ISBN: 1118672321 9781118672327

LCCN: 2013022138

Subjects--Topical Terms:
Econometrics
Panel analysis

LC Class. No.: HB139 / .B35 2013

Dewey Class. No.: 330.015195