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Panel data econometrics : Common factor analysis for empirical researchers / Donggyu Sul

By: Publisher: New York : Routledge, Taylor & Francis Group, 2019Edition: 1st edDescription: xiii, 150 p. ; 24 cmISBN:
  • 9781138389670 (pbk)
Subject(s): DDC classification:
  • 330.0151 SUL
Contents:
Basic structure of panel data -- Statistical models for cross sectional dependence -- Factor number identification -- Decomposition of panel : estimation of common and idiosyncratic -- Identification of common factors -- Static and dynamic relationships -- Convergence -- Appendix: basic panel regressions -- References -- Index.
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Basic structure of panel data -- Statistical models for cross sectional dependence -- Factor number identification -- Decomposition of panel : estimation of common and idiosyncratic -- Identification of common factors -- Static and dynamic relationships -- Convergence -- Appendix: basic panel regressions -- References -- Index.