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.