Econometric Analysis of Panel Data (4th Edition)
by Badi H. Baltagi, (2008)

 Publisher: John Wiley
ISBN: 978-0-470-01456-1
Pages: 366 pages
Price: £34.99 +p&p

Contents

Table of Contents
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Table of Contents

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.

References.

Index.