Error Components

Manuel Arellano

in Panel Data Econometrics

Published in print June 2003 | ISBN: 9780199245284
Published online July 2005 | e-ISBN: 9780191602481 | DOI:

Series: Advanced Texts in Econometrics

 							Error Components

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This chapter discusses the use of panel data to separate out permanent from transitory components of variation. It analyses models of variance decomposition and error-components regression, and models with information in levels. It then presents estimations of error components distributions.

Keywords: error components; panel data econometrics; permanent variation; transitory variation; error components model; variance decomposition

Chapter.  7160 words.  Illustrated.

Subjects: Econometrics and Mathematical Economics

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