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Principles of Econometrics 4th edition by R. Carter Hill, William E. Griffiths, and Guay C. Lim, Wiley (2011, 758pp) --- book website, datasets, a free ebook (by Prof. Dougherty), Google preview, free download of gretl software 390pp) --- Now in its fifth edition, this book covers a wide range of panel-data models (linear, 

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