A Companion to Econometric Analysis of Panel Data

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9780470744031: A Companion to Econometric Analysis of Panel Data

‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

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From the Back Cover:

This book is a companion to Baltagi’s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4th Edition.

The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader’s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work.

The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman's test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels.

The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: www.wileyeurope.com/college/baltagi.

About the Author:

Badi H. Baltagi is Distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse University. He is a fellow of the Journal of Econometrics, a recipient of the Multa and Plura Scripsit Awards from Econometric Theory, and the Journal of Applied Econometrics Distinguished Authors Award.

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Badi H. Baltagi
Editore: John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Paperback. Condizione libro: New. New.. Language: English . Brand New Book. This book is a companion to Baltagi s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4 th Edition. The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work. The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman s test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels. The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: . Codice libro della libreria AAH9780470744031

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Descrizione libro John Wiley and#38; Sons, 2009. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IQ-9780470744031

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Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780470744031_lsuk

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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Paperback. Condizione libro: New. New.. Language: English . Brand New Book. This book is a companion to Baltagi s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4 th Edition. The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work. The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman s test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels. The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: . Codice libro della libreria AAH9780470744031

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Descrizione libro John Wiley and#38; Sons, 2009. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470744031

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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Paperback. Condizione libro: New. New.. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. This book is a companion to Baltagi s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4 th Edition. The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work. The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman s test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels. The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: . Codice libro della libreria BZV9780470744031

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Descrizione libro Wiley, 2017. Paperback. Condizione libro: New. This item is printed on demand. Codice libro della libreria 0470744030

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Descrizione libro Wiley, 2009. Paperback. Condizione libro: New. Codice libro della libreria INGM9780470744031

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