| 000 -LEADER |
|---|
| fixed length control field |
02652nam a22002777a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200226164654.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
200226b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0-19-924528-2 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IZA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Arellano, Manuel |
| 9 (RLIN) |
6906 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Panel Data Econometrics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Oxford, |
| Name of publisher, distributor, etc. |
Clarendon Press, |
| Date of publication, distribution, etc. |
2003 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
231 pages |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Advanced Texts in Econometrics |
| 9 (RLIN) |
4744 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling. The book combines methods and applications, so will appeal to both the academic and practitioner markets.<br/><br/>The book is divided in four parts. Part I concerns static models, and deals with the problem of unobserved heterogeneity and how the availability of panel data helps to solve it, error component models, and error in variables in panel data.<br/><br/>Part II looks at time series models with error components. Its chapters deal with the problem of distinguishing between unobserved heterogeneity and individual dynamics in short panels, modelling strategies of time effects, moving average models, inference from covariance structures, the specification and estimation of autoregressive models with heterogeneous intercepts, and the impact of assumptions about initial conditions and heteroskedacity on estimation.<br/><br/>Part III examines dynamics and predeterminedness. Its two chapters consider alternative approaches to estimation from small and large T perspectives, looking at models with both strictly exogenous and lagged dependent variables allowing for autocorrelation of unknown form, models in which the errors are mean independent of current and lagged values of certain conditioning variables but not with their future values.<br/><br/>Together Parts II and III provide a synthesis, and unified perspective, of a vast literature that has had a significant impact on recent econometric practice. Part IV reviews the main results in the theory of generalized method of moments estimation and optimal instrumental variables.<br/> |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
econometrics |
| 9 (RLIN) |
6907 |
|
|---|
| Topical term or geographic name entry element |
panel data |
| 9 (RLIN) |
973 |
|
|---|
| Topical term or geographic name entry element |
time series models |
| 9 (RLIN) |
6908 |
|
|---|
| Topical term or geographic name entry element |
unobserved heterogeneity |
| 9 (RLIN) |
6909 |
|
|---|
| Topical term or geographic name entry element |
static models |
| 9 (RLIN) |
6910 |
|
|---|
| Topical term or geographic name entry element |
dynamics |
| 9 (RLIN) |
1864 |
|
|---|
| Topical term or geographic name entry element |
predeterminedness |
| 9 (RLIN) |
6911 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://global.oup.com/academic/product/panel-data-econometrics-9780199245291?cc=de&lang=en&#">https://global.oup.com/academic/product/panel-data-econometrics-9780199245291?cc=de&lang=en&#</a> |
| Link text |
Publisher's website |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
Monography |
| Call number prefix |
C2 |
| Call number suffix |
79 |
