图书简介

1 Introduction; 2 Regression Analysis: Fixed Effects Models; Appendix 2A. Properties of GLS; Appendix 2B. Kronecker-product Operations: Examples; 3 Regression Analysis: Random Effects Models; Appendix 3A. Two Theorems related to GLS Estimation; 4 Regression Analysis with Heterogeneous Coefficients; Appendix 4A. Matrix Inversion and Matrix Products: Useful Results; Appendix 4B. A Reinterpretation of the GLS Estimator; 5 Regression Analysis with Uni-Dimensional Variables; 6 Latent Heterogeneity Correlated with Regressors; Appendix 6A. Reinterpretation: Block-Recursive System; Appendix 6B. Proof of Consistency of the Two-Step Estimators; 7 Measurement Errors; Appendix 7A. Asymptotics for Aggregate Estimators; 8 Dynamics Models; Appendix 8A. Within Estimation of the AR Coefficient: Asymptotics; Appendix 8B. Autocovariances and Correlograms ᵧit and ᵧit; 9 Analysis of Discrete Response; Appendix 9A. The General Binomial Model: ML Estimation; Appendix 9B. The Multinomial Logit Model: Conditional ML Estimation; 10 Unbalanced Panel Data; Appendix 10A. Between-Estimation: Proofs; Appendix 10B. GLS Estimation: Proofs; Appendix 10C. Estimation of Variance Components: Details; 11 Panel Data with Systematic Unbalance; Appendix 11A. On truncated normal distributions; Appendix 11B. Partial Effects in Censoring Models; 12 Multi-Equation Models; Appendix 12A. Estimating the Error Components Covariance Matrices; Appendix 12B. Matrix Differentiation: Useful Results; Appendix 12C. Estimator Covariance Matrices in Interdependent Model

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