Jump to ContentJump to Main Navigation
Panel Data Econometrics$
Users without a subscription are not able to see the full content.

Manuel Arellano

Print publication date: 2003

Print ISBN-13: 9780199245284

Published to Oxford Scholarship Online: July 2005

DOI: 10.1093/0199245282.001.0001

Show Summary Details
Page of

PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2021. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use. date: 01 August 2021

Error Components

Error Components

Chapter:
(p.31) 3 Error Components
Source:
Panel Data Econometrics
Author(s):

Manuel Arellano

Publisher:
Oxford University Press
DOI:10.1093/0199245282.003.0003

This chapter discusses the use of panel data to separate out permanent from transitory components of variation. It analyses models of variance decomposition and error-components regression, and models with information in levels. It then presents estimations of error components distributions.

Keywords:   error components, panel data econometrics, permanent variation, transitory variation, error components model, variance decomposition

Oxford Scholarship Online requires a subscription or purchase to access the full text of books within the service. Public users can however freely search the site and view the abstracts and keywords for each book and chapter.

Please, subscribe or login to access full text content.

If you think you should have access to this title, please contact your librarian.

To troubleshoot, please check our FAQs , and if you can't find the answer there, please contact us .