"This book is intended as a companion to Econometric analysis of panel data by Baltagi (2008)"--Preface.
Partitioned regression and the Frisch-Waugh-Lovell theorem
The one-way error component model
The two-way error component model
Test of hypotheses using panel data
Heteroskedasticity and serial correlation
Seemingly unrelated regressions with error components
Simultaneous equations with error components
Dynamic panels
Unbalanced panels
Special topics
Limited dependent variables
Nonstationary panels.
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A companion to Econometric analysis of panel data by Badi H. Baltagi. ISBN 9780470744031. Published by Wiley in 2009. Publication and catalogue information, links to buy online and reader comments.
