Introduction -- The One-Way Error Component Regression Model -- The Two-Way Error Component Regression Model -- Test of Hypotheses with Panel Data -- Heteroskedasticity and Serial Correlation in the Error Component Model -- Seemingly Unrelated Regressions with Error Components -- Simultaneous...

1. Introduction -- 2. The Elements of a Panel -- 3. The Production Process -- 4. The Market for Panel Research -- 5. Institutional Panels -- 6. Panels for Media Markets -- 7. Special Panels -- 8. Product and Period Description -- 9. Shops and Household Characteristics -- 10. Facts of the Retail...

Introduction -- ARMA(p,q) Processes -- Model Selection in ARMA(p,q) processes -- Stationarity and Invertibility -- Non-stationarity and ARIMA(p,d,q) processes -- Seasonal ARMA(p,q) processe -- Unit root tests -- Structural Breaks -- ARCH, GARCH and Time-varying Variance -- Vector Autoregressions...