Panel Data Econometrics by Manuel Arellano
This book is intended for researchers and graduate students of econometrics.-
Non-Stationary Time Series Analysis and Cointegration
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Dynamic Econometrics
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The Cointegrated VAR Model
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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Generalized Method of Moments
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Periodic Time Series Models
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ARCH: Selected Readings
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Modelling Nonlinear Economic Time Series
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Stochastic Volatility
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Finite Sample Econometrics
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Modelling Economic Series
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Bayesian Inference in Dynamic Econometric Models
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Micro-Econometrics for Policy, Program and Treatment Effects
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Periodicity and Stochastic Trends in Economic Time Series
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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Testing Exogeneity
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Volatility and Time Series Econometrics
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Long-Run Economic Relationships
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Workbook on Cointegration
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Modelling Seasonality
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Readings in Unobserved Components Models
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The Econometrics of Macroeconomic Modelling
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Time-Series-Based Econometrics
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Modelling Non-Linear Economic Relationships
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Stochastic Limit Theory
Manuel Arellano is Professor at CEMFI in Madrid. He was previously a Visiting Professor of Economics at the University of Cambridge, and Editor of The Review of Economic Studies.
| SKU | Unavailable |
| ISBN 13 | 9780199245284 |
| ISBN 10 | 0199245282 |
| Title | Panel Data Econometrics |
| Author | Manuel Arellano |
| Series | Advanced Texts In Econometrics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Oxford University Press |
| Year published | 2003-06-26 |
| Number of pages | 244 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |