Panel Data Econometrics with R

Index

1. General index
2.  
3. Akaike information criteria 205
4. Amemiya and MaCurdy estimator 147, 148, 153, 154
5. Amemiya estimator 36, 58, 68, 77
6. Anderson and Hsiao estimator 167, 168, 172
7. Angrist and Newey test 93, 95
8. asymptotic least squares estimator 93
9. augmented Dickey-Fuller regression 204—207
10. auto-regressive process 21, 101, 261
11.  
12. Baltagi and Li test 97—98, 101
13. Baltagi, Song and Koh test 269—272
14. Baltagi, Song, Jung and Koh test 281—284
15. Bayes' theorem 238
16. Bera, Sosa-Escudero and Yoon test 97, 98
17. between estimator 28, 29
18. between transformation 24, 26, 35
19. binomial model 211, 213
20. block-diagonal matrix 17, 54, 170, 171
21. Breusch, Mizon and Schmidt estimator 147, 148
22. Breusch-Godfrey test 97, 101
23. Breusch-Pagan test 84—88, 105, 269
24.  
25. censored model 211
26. Chamberlain test 90—95
27. Cholesky decomposition 67, 156
28. Cobb-Douglas functional form 77
29. cointegration 207—209
30. common correlated effects 196—198, 200, 207, 209, 249, 254, 255
31. conditional logit model 219—222
32. constained least squares 65
33. constrained estimator 93
34. contiguity matrix 250
35. count data 236—243
36. cross-sectional and timewise correlation consistent covariance matrix 115, 117, 119
37. cross-sectional augmented regression 207—209
38. cross-sectional dependence 104—108, 207, 208, 247—251
39. cross-sectional heteroscedasticity and serial correlation consistent covariance matrix 111, 115, 117, 119
40. cross-sectionally augmented Im, Pesaran and Shin test 207—209
41.  
42. Dickey-Fuller test 204
43. differenced generalised method of moments estimator 168—172
44. distance matrix