Arellano Manuel. Panel Data Econometrics. Advanced Texts in Econometrics

Oxford University Press, 2003. — 231 p.The objective of this book is to review some of the main topics in panel data econometrics. It deals with linear static and dynamic models,and it is aimed at a readership of graduate students and applied researchers. Parts of the book can be used in a graduate course on panel data econometrics, and as a reference source for practitioners.