12 Microeconometrics and Panel Data
12.1 Limited and Qualitative Dependent Variables
12.2 Multiple Index Models
12.3 Self-Selection Models
12.4 Panel Data Analysis
12.4.1 The Data Set
12.4.2 Time Effects
12.4.3 Model Specification
12.4.4 Estimation
12.4.5 An Example
12.5 Dynamic Panel Data Models
12.6 Unit Root Tests for Panel Data
Bibliography