A companion to Econometric analysis of panel data - Baltagi, Badi H. (Badi Hani); Baltagi, Badi H. (Badi Hani) (Hoboken, NJ : John Wiley & Sons, 2009)
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.
"This book is intended as a companion to Econometric analysis of panel data by Baltagi (2008)"--Preface.
Includes bibliographical references (p. [277]-285) and index.
Keywords: Econometrics; Panel analysis