The Econometrics of Panel Data
Fundamentals and Recent Developments in Theory and Practice
3rd Edition
Published on 1. February 2008
Book
Hardback
1000 pages
978-0-387-25754-9 (ISBN)
Description
This completely restructured, updated third edition of "The Econometrics of Panel Data", first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors and/or more macroeconomic phenomena such as economic growth. It contains sixteen entirely new chapters while the others have been largely revised to account for recent developments in the field.
More details
Edition
3rd Revised edition
Language
English
Place of publication
New York, NY
United States
Target group
Professional and scholarly
Edition type
Revised edition
ISBN-13
978-0-387-25754-9 (9780387257549)
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Schweitzer Classification
Content
Part 1 Fundamentals: 1 Introduction 2 Fixed effects and fixed coefficients models 3 Error components models 4 Correlated effects and endogenous regressors 5 Random coefficients models 6 Binary choice models Part 2 Advanced topics: 7 Dynamic models 8 Unit roots and cointegration 9 Measurement errors and simultaneity 10 Pseudo-panels, repeated cross-sections and scrambled panels 11 Attrition, selection bias and censored regressions 12 Improving simulation methods in practice: importance sampling 13 Semi-parametric and non-parametric methods 14 Bayesian methods 15 Pooling 16 Duration models 17 Count data models 18 Spatial econometrics Part 3 Applications: 19 Investment and financial constraints 20 International trade and foreign direct investment 21 Production efficiency 22 R&D, innovation and firms performances 23 Individual and firm determinants of wages 24 Labor supply 25 Transitions on the labour market 26 Health economics 27 Policy evaluation 28 Growth empirics 29 Monetary policy 30 Software packages