TY  - JOUR
TI  - Introduction to Econometric Analysis of Panel Data
T2  - HSE Economic Journal 
IS  - HSE Economic Journal 
KW  - econometric analysis
KW  - model with qualitative dependent variables
KW  - model with limited dependent variables
AB  - In previous number of the journal eight lectures from a course «Introduction to econometric analysis of panel data» has been published. Its have presented a gene­ral information on the panel data, the basic models estimations methods, estimators property and specification tests. Then there were discussed the estimation problems under conditions of heteroskedasticity and autocorrelation of the error term, correlation between some of the explanatory variables and the individual effects and the estimation problems, which take place in dynamic models and models with measurement errors.In this publication two last lectures are offered your attention. The first one considers estimation of the models with qualitative and limited dependent variables. The second one will be discussed some measures for sample attrition consequences decreasing.
AU  - Tatyana Ratnikova
UR  - https://ej.hse.ru/en/2006-10-4/26558330.html
PY  - 2006
SP  - 638-669
VL  - 10