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Focusing on the evolution of panel data econometrics, this collection features seven classic essays by Marc Nerlove, alongside a new piece detailing the subject's historical development since 1861. Highlighting the significance of computational advancements and accessible data sets, the essays emphasize how understanding the underlying processes informs statistical model formulation. They illustrate the interplay between substantive contexts and methodological approaches, showcasing the growing reliance on computer-intensive methods in econometric analysis.
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Essays in Panel Data Econometrics, Marc Nerlove
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- 2005
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