Sul, Donggyu, 1965-

Panel data econometrics : common factor analysis for empirical researchers / Donggyu Sul. - 1st Edition. - xiii, 150 pages ; 24 cm

Includes bibliographical references and index.

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.

9781138389663 9781138389670

2018050049


Panel analysis.
Econometric models.

H61.26 / .S85 2019

330.015195 S.D.P 2019