展开全部
Preface to the Second Edition
Preface to the First Edition
Charpter 1 Introduction
1.1 Advantages of Panel Data
1.2 Issues Involved in Utilizing Panel Data
1.3 Out of the Monograph
Charpter 2 Analysis of Covariance
2.1 Introduction
2.2 Analysis of Covariance
2.3 An Example
Charpter 3 Simple Regression with Variable Intercepts
3.1 Introduce
3.2 Fixed-Effects Models:Least-Squares Dummy-Variable
3.3 Random-Effects Models:Estimation of Varinace-Components Models
3.4 Fixed Effects or Random Effects
3.5 Tests for Misspecification
3.6 Model with Specific Variables and Both Individual-and Time-Specific Effects
3.7 Heteroscedasticity
3.8 Models with Serially Correlated Errors
3.9 Models with Arbitrary Error Structure -Chamberlain π62616964757a686964616fe59b9ee7ad9431333361303132Aprroach
Charpter 4 Dynamic Models with Variable Intercepts
4.1 Introduce
4.2 The Covariance Estimator
4.3 Random-Effects Models
4.4 An Example
4.5 Fixed-Effects Models
4.6 Estimation of Dynamic Models with Arbitary Correlations in the Residuals
4.7 Fixed-Effects Vector Autoregressive Models
Charpter 5 Simultaneous-Equations Models
Charpter 6 Varible-Coefficient Models
Charpter 7 Discrete Data
Charpter 8 Truncated and Censored Data
Charpter 9 Incomplete Panel Data
Charpter 10 Miscellaneous Topics
Charpter 11 A Summary View