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. Part I deals with static models, Part II with time series models with error components, and Part III with dynamics and predeterminedness. 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.
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