Econometric Analysis of Panel Data

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9780470518861: Econometric Analysis of Panel Data

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data.  This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book.  These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book.

The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.  

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From the Back Cover:

Praise for Econometric Analysis of Panel Data, 4th Edition

"This is a definitive book written by one of the architects of modern panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly. Since its first publication in 1995, it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data."
—Professor Kajal Lahiri

"Econometric Analysis of Panel Data is a classic in its field, used by researches and graduate students throughout the world. In this new edition, Professor Baltagi has incorporated extensive new material, reflecting recent advances in the panel data literature in areas such as dynamic (including non-stationary) and limited dependent variable panel data models. It is an invaluable read for anyone interested in panel data."
—Professor Gary Koop

"Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications."
—Professor Peter C.B. Phillips

"This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference."
—Professor Peter Schmidt

"In this new edition Baltagi covers many of he recent developments in the literature on econometric analysis of panel data models. it is aimed at graduate students but many of its introductory chapters cold also be helpful to advanced undergraduates and applied researchers across many disciplines including economics, finance, sociology, and politics. Baltagi has a gift of explaining difficult concepts and ideas in a simple language, accessible to researchers and students alike. It is a timely and welcome addition to a growing literature."
—Professor M. Hashem Pesaran

Supplementary materials are available on the accompanying
website:www.wileyeurope.com/college/baltagi

About the Author:

Badi H. Baltagi is Professor of Econometrics at Texas A&M University, USA

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Baltagi, Badi H.
Editore: Wiley (2008)
ISBN 10: 0470518863 ISBN 13: 9780470518861
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Descrizione libro Wiley, 2008. Paperback. Condizione libro: New. Codice libro della libreria P110470518863

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Baltagi, Badi H.
Editore: Wiley
ISBN 10: 0470518863 ISBN 13: 9780470518861
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Descrizione libro Wiley. PAPERBACK. Condizione libro: New. 0470518863 New Condition. Codice libro della libreria NEW6.0241627

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