Library - State Bank of Pakistan

PANEL DATA ECONOMETRICS WITH R

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Call No: 330.0285 CRO

Accession No.98279
Accession Date:26-NOV-18
Author(s):YVES CROISSANT, GIOVANNI MILLO
ImprintNEW JERSEY: JOHN WILEY, 2019.
Subject(s):ECONOMETRICS, R COMPUTER PROGRAMME LANGUAGE
ISBN:9781118949160
Pages:301
Language:ENGLISH

Contents

1. INTRODUCTION
2. THE ERROR COMPONENT MODEL
3. ADVANCED ERROR COMPONENTS MODELS
4. TESTS ON ERROR COMPONENT MODELS
5. ROBUST INFERENCE AND ESTIMATION FOR NON-SPHERICAL ERRORS
6. ENDOGENEITY
7. ESTIMATION OF A DYNAMIC MODEL
8. PANEL TIME SERIES
9. COUNT DATA AND LIMITED DEPENDENT VARIABLES
10. SPATIAL PANELS