
Analysis of Panel Data
Cheng Hsiao(Author)
Cambridge University Press
Published on 25. July 1986
Book
Hardback
256 pages
978-0-521-25150-1 (ISBN)
Article exhausted; check for reprint
Description
This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time. In analyzing panel, data, difficulties can arise due to unobserved individuals and/or time characteristics. The focus of this book is twofold: correcting for these difficulties, and providing methods for improvement of the efficiency of the estimates. Analysis of Panel Data draws together work on panel data from a number of different perspectives, including the econometric literature on specification analysis, the time series literature on dynamic models, and discrete choice literature. Empirical examples are provided to illustrate the theoretical discussion as well as to indicate areas of research where panel data might be useful.
More details
Series
Language
English
Place of publication
Cambridge
United Kingdom
Target group
Professional and scholarly
Dimensions
Height: 236 mm
Width: 157 mm
Thickness: 19 mm
Weight
515 gr
ISBN-13
978-0-521-25150-1 (9780521251501)
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New editions

Cheng Hsiao
Analysis of Panel Data
Book
02/2003
2nd Edition
Cambridge University Press
€111.41
Article exhausted; check for reprint
Person
Content
Preface; 1. Introduction; 2. Analysis of covariance; 3. Simple regression with variable intercepts; 4. Dynamic models with variable intercepts; 5. Simultaneous-equations models; 6. Variable-coefficient models; 7. Discrete data; 8. Incomplete panel data; 9. A summary view; Notes; References.