<br/><div><br/></div><div>Editor: Manuel Arellano</div><div>是扫描版本的，但质量也不算很差。</div><div>免费分享</div><div>下完不要忘了顶一下啊，让更多人能够看到。</div><div>谢谢！</div><div><br/></div><div><br/></div><div><div>【书名】 Panel data econometrics</div><div>【作者】Arellano, Manuel</div><div>【出版社】Oxford University Press</div><div>【版本】1</div><div>【出版日期】2003</div><div>【文件格式】PDF</div><div>【文件大锌23M</div><div>【页数】231</div><div>【ISBN出版号】 0-19-924529-0</div><div>【资料类别】计量经济学</div><div>【扫描版还是影印版】扫描版</div><div>【是否缺页】否</div><div>【关键词】Econometrics; Panel Data</div><div>【内容简介】Reviews some of the main topics in panel data econometrics. Addresses issues of </div><div><br/></div><div>unobserved heterogeneity, error components, and error in variables in the context of static </div><div><br/></div><div>models. Discusses dynamic, pure time series models, focusing on covariance structures for dynamic </div><div><br/></div><div>error components and autoregressive models with individual effects. Considers dynamic conditional </div><div><br/></div><div>models, including models with both strictly exogenous and lagged dependent variables and models </div><div><br/></div><div>with predetermined variables. </div><div>【目录】</div><div>1. Introduction </div><div>pp. 1-5(5) </div><div> Part I. Static Models </div><div>2. Unobserved Heterogeneity </div><div>pp. 7-31(25) </div><div> 3. Error Components </div><div>pp. 31-47(17) </div><div> 4. Error in Variables </div><div>pp. 47-55(9) </div><div>Part II. Time Series Models with Error Components </div><div>5. Covariance Structures for Dynamic Error Components </div><div>pp. 57-81(25) </div><div>6. Autoregressive Models With Individual Effects </div><div>pp. 81-128(48) </div><div> Part III. Dynamics and Predeterminedness </div><div>pp. 128-129(2) </div><div> 7. Models with Both Strictly Exogenous and Lagged Dependent Variables </div><div>pp. 129-143(15) </div><div> 8. Predetermined Variables </div><div>pp. 143-175(33) </div><div> Part IV. Appendices </div><div>pp. 175-231(57) </div><div><br/></div></div>

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