Analysis of Panel Data
3rd Edition
Published on 27. January 2016
978-1-139-99032-5 (ISBN)
Description
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.
Reviews / Votes
Review of previous edition: 'Researchers will find that the insights that they gain from working through the book's tougher sections are well worth the effort. The book remains an indispensable and comprehensive reference for panel estimation methods.' David C. Ribar, International Journal of ForecastingMore details
Series
Edition
3rd Revised edition
Language
English
Place of publication
Cambridge
United Kingdom
Publishing group
Cambridge University Press
Target group
Professional and scholarly
College/higher education
Edition type
Revised edition
Illustrations
9 Tables, unspecified; 7 Line drawings, unspecified
File size
7,01 MB
ISBN-13
978-1-139-99032-5 (9781139990325)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Cheng Hsiao
Analysis of Panel Data
Book
12/2014
3rd Edition
Cambridge University Press
€111.50
No shipping information available
Cheng Hsiao
Analysis of Panel Data
Book
11/2014
3rd Edition
Cambridge University Press
€45.83
No shipping information available
Person
Cheng Hsiao is Professor of Economics at the University of Southern California. He has worked mainly in integrating economic theory with economic analysis. Professor Hsiao has made extensive contributions in methodology and empirical analysis in the areas of panel data, time series, cross-sectional data, structural modeling, and measurement errors, among other fields. He is the author of the first two editions of Analysis of Panel Data and has been a co-editor of the Journal of Econometrics since 1991. He received his PhD in Economics from Stanford University.
Content
1. Introduction; 2. Homogeneity test for linear regression models (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. Truncated and censored data; 9. Cross-sectional dependent panel data; 10. Dynamic system; 11. Incomplete panel data; 12. Miscellaneous topics; 13. A summary view.
