Panel Data Econometrics :

Sul, Donggyu

Panel Data Econometrics : Common Factor Analysis for Empirical Researchers/ Donggyu Sul. - 1st ed. - New York : Routledge, 2019. - xiii, 150p.: ill.; 23 .5 cm.

1 Basic Structure of Panel Data. 2 Statistical Models for Cross-Sectional Dependence. 3 Factor Number Identification. 4 Decomposition of Panel: Estimation of Common and Idiosyncratic. 5 Identification of Common Factors. 6 Static and Dynamic Relationships. 7 Convergence. 8 Appendix: Basic Panel Regressions

9781138389670


Panel.
Ökonometrie.
Theorie.

330.015195 / SUL