This question may be very naive, but the way I'm taught econometrics I'm very confused if there's a difference between time-series and panel data method.
Regarding time series, I've covered topics such as covariance stationary, AR, MA, etc. Regarding panel data, I've only seen discussions in the form of fixed effect vs random effect (or more generally, hierarchical model), difference-in-differences, etc.
Are these topics related in some ways? Since panel data also has a time dimension, why is there not discussion of AR, MA, etc. as well?
If the answer is that my education on panel methods is simply insufficient, could you point to a book that covers more than just FE/RE, difference-in-differences?