The Oxford Handbook of Panel Data
1st Edition
Published on 3. November 2014
512 pages
978-0-19-021082-3 (ISBN)
Description
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels.
This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
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Badi H. Baltagi
The Oxford Handbook of Panel Data
Book
01/2015
Oxford University Press Inc
€188.80
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Person
Badi H. Baltagi is distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, The Maxwell School, Syracuse University. He received his Ph.D. in Economics at the University of Pennsylvania in 1979. He is also part-time Chair in Economics, University of Leicester, and was a visiting Professor at the University of Arizona and the University of California, San Diego. He is the author or editor of many books and articles that have appeared in the leading economics and statistics journals.
Content
Introduction
Badi H. Baltagi
PART I: PANEL DATA MODELS AND METHODS
1. Large Panel Data Models with Cross-Sectional Dependence: A Survey
Alexander Chudik and Hashem Pesaran
2. Panel Cointegration
In Choi
3. Dynamic Panel Data Models
Maurice J. G. Bun and Vasilis Sarafidis
4. Incidental Parameters and Dynamic Panel Modeling
Hyungsik Roger Moon, Benoit Perron, and Peter C.B. Phillips
5. Unbalanced Panel Data Models with Interactive Effects
Jushan Bai, Yuan Liao, and Jisheng Yang
6. Panel Data Models for Discrete Choice
William Greene
7. Panel Conditional and Multinomial Logit Estimators
Myoung-jae Lee
8. Count Panel Data
A. Colin Cameron and Pravin K. Trivedi
9. Treatment Effects and Panel Data
Michael Lechner
10. Nonparametric Panel Data Regression Models
Yiguo Sun, Yu Yvette Zhang, and Qi Li
11. Measurement Error in Panel Data
Erik Meijer, Laura Spierdijk, and Tom Wansbeek
12. Spatial Panel Data Models
Lung-fei Lee and Jihai Yu
13. Random Coefficient Models in Panels
Cheng Hsiao
14. Robust Panel Data Methods and Influential Observations
Badi H. Baltagi and Georges Bresson
PART II: PANEL DATA APPLICATIONS
15. The Analysis of Macroeconomic Panel Data
Joerg Breitung
16. Cohort Data in Health Economics
Stephanie von Hinke Kessler Scholder and Andrew M. Jones
17. Panel Data and Productivity Measurement
Robin C. Sickles, Jiaqi Hao, and Chenjun Shang
18. Panel Data Discrete Choice Models of Consumer Demand
Michael Keane
19. Panel Econometrics of Labor Market Outcomes
Thomas J. Kniesner and James P. Ziliak
20. Panel Data Gravity Models of International Trade
Badi H. Baltagi, Peter Egger, and Michael Pfaffermayr
