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: 24 September 2021

Covariance Structures for Dynamic Error Components

Covariance Structures for Dynamic Error Components

(p.57) 5 Covariance Structures for Dynamic Error Components
Panel Data Econometrics

Manuel Arellano

Oxford University Press

This chapter analyses the time series properties of panel data sets, focusing on short panels. It discusses time effects and moving average covariances. It presents estimates of covariance structures and tests the permanent income hypothesis.

Keywords:   dynamic error components, panel data sets, time series models, covariance, permanent income hypothesis

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 .