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Book . 2003 . Peer-reviewed

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Panel Data Econometrics

Name: Panel Data Econometrics
Creator: Manuel Arellano
Keywords: 1. No poverty

descriptionPublicationkeyboard_double_arrow_right Book , Article 26 Jun 2003Publisher:Oxford University PressOxford

Authors: Manuel Arellano;

doi: 10.1093/0199245282.001.0001

Panel Data Econometrics

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Abstract

AbstractThis 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.

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	citations This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	1K
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	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 0.1%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Top 1%