TY - BOOK AU - Baltagi,Badi H. AU - Baltagi,Badi H. TI - A companion to Econometric analysis of panel data SN - 9780470744031: U1 - 330.015195 21 st PY - 2009/// CY - Hoboken, NJ PB - John Wiley & Sons KW - Econometrics KW - Panel analysis N1 - "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; 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 ER -