Baltagi, Badi H.

Econometric analysis of panel data - 5a. ed. - xiii, 373 p. 24 cm.

1. Introduction - 2. The one-way error component regression model - 3. The two-way error component regression model - 4. Test of hypotheses with panel data - 5. Heteroskedasticity and serial correlation in the error component model - 6. Seemingly unrelated regressions with error components - 7. Simultaneous equations with error components - 8. Dynamic panel data models - 9. Unbalanced panel data models - 10. Special topics - 11. Limited dependent variables and panel data - 12. Nonstationary panels - 13. Spatial panel data models

978-1-118-67232-7

330.43 Econometría