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Time Series and Panel Data Econometrics

M. Hashem Pesaran

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.001.0001
Subject:
Economics and Finance, Econometrics

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides an account of the time series techniques ... More


Unbalanced panel data

Erik Biørn, Erik Biørn, Erik Biørn, and Erik Biørn

in Econometrics of Panel Data: Methods and Applications

Published in print:
2016
Published Online:
December 2016
ISBN:
9780198753445
eISBN:
9780191815072
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198753445.003.0010
Subject:
Economics and Finance, Econometrics

This chapter extends some of the models and procedures discussed in Chapters 2 and 3 to handle unbalanced panel data with unobserved heterogeneity. Types of unbalance are discussed and may affect the ... More


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