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Panel Data Econometrics - Manuel Arellano
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Manuel Arellano:

Panel Data Econometrics - Taschenbuch

ISBN: 9780199245291

ID: 9780199245291

Advanced Texts in Econometrics 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. 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. 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. 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. 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. Panel Data Econometrics: 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. 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. 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. 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. 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. BUSINESS & ECONOMICS / Economics / General BUSINESS & ECONOMICS / Econometrics, Oxford University Press

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Panel Data Econometrics - Manuel Arellano
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Panel Data Econometrics - neues Buch

ISBN: 9780199245291

ID: 978019924529

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 combinesmethods and applications, so will appeal to both the academic and practitioner markets.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. 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, thespecification and estimation of autoregressive models with heterogeneous intercepts, and the impact of assumptions about initial conditions and heteroskedacity on estimation.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 errorsare mean independent of current and lagged values of certain conditioning variables but not with their future values.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. Manuel Arellano, Books, Business and Finance, Economics, Econometrics, Panel Data Econometrics Books>Business and Finance>Economics>Econometrics, Oxford University Press

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Panel Data Econometrics - Arellano, Manuel
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Arellano, Manuel:
Panel Data Econometrics - gebunden oder broschiert

ISBN: 9780199245291

ID: 9edd79d34c4215dbb1fbe86d9321b892

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.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. 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.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.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. Buch / Sozialwissenschaften, Recht & Wirtschaft / Wirtschaft / Allgemeines & Lexika, [PU: Oxford University Press]

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Panel Data Econometrics - Manuel Arellano
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Manuel Arellano:
Panel Data Econometrics - Taschenbuch

ISBN: 9780199245291

[ED: Taschenbuch], [PU: Oxford University Press], Neuware - 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. 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. 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. 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. 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. -, [SC: 0.00]

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Panel Data Econometrics (Advanced Texts in Econometrics) - Arellano, Manuel
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Arellano, Manuel:
Panel Data Econometrics (Advanced Texts in Econometrics) - gebrauchtes Buch

ISBN: 0199245290

ID: 10205023

Panel data econometrics uses both time series and cross-sectional data sets that have repeated observations over time for the same individuals (individuals can be workers, households, firms, industries, regions, or countries). This book reviews the most important topics in the subject. The three parts, dealing with static models, dynamic models, and discrete choice and related models are organized around the themes of controlling for unobserved heterogeneity and modelling dynamic responses and error components. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature. used books,books Books, Oxford University Press

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Panel Data Econometrics
Autor:

Arellano, Manuel

Titel:

Panel Data Econometrics

ISBN-Nummer:

9780199245291

Panel data econometrics uses both time series and cross-sectional data sets that have repeated observations over time for the same individuals (individuals can be workers, households, firms, industries, regions, or countries). This book reviews the most important topics in the subject. The three parts, dealing with static models, dynamic models, and discrete choice and related models are organized around the themes of controlling for unobserved heterogeneity and modelling dynamic responses and error components.

Detailangaben zum Buch - Panel Data Econometrics


EAN (ISBN-13): 9780199245291
ISBN (ISBN-10): 0199245290
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2004
Herausgeber: Oxford University Press
244 Seiten
Gewicht: 0,399 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 15.05.2007 12:10:15
Buch zuletzt gefunden am 20.11.2016 16:38:58
ISBN/EAN: 9780199245291

ISBN - alternative Schreibweisen:
0-19-924529-0, 978-0-19-924529-1

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