Chapter

Introduction

Manuel Arellano

in Panel Data Econometrics

Published in print June 2003 | ISBN: 9780199245284
Published online July 2005 | e-ISBN: 9780191602481 | DOI: http://dx.doi.org/10.1093/0199245282.003.0001

Series: Advanced Texts in Econometrics

 						Introduction

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This introductory chapter begins with a brief discussion on how the term ‘panel data’ is applied to a wide range of situations in econometrics. It describes the two main objectives of this volume: the analysis of econometric models with non-exogenous explanatory variables, and the problem of distinguishing empirically between dynamic responses and unobserved heterogeneity in panel data models. An overview of the three parts of this volume is presented.

Keywords: panel data; econometric models; dynamic modeling

Chapter.  1075 words. 

Subjects: Econometrics and Mathematical Economics

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