A Companion to Econometric Analysis of Panel Data

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9780470744031: A Companion to Econometric Analysis of Panel Data

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: www.wileyeurope.com/college/baltagi .

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Baltagi, Badi H.
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.. 241 x 168 mm. 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 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 I2-9780470744031

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Baltagi, Badi H.
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Descrizione libro Wiley, 2009. Condizione libro: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: Chapter 1 : Partitioned regression and the Frisch-Waugh-Lovell theorem1.1 Partitioned regresion1.2 The Frisch-Waugh-Lovell theorem1.3 Residualing the constant1.4 Adding a dummy variable for the ith observation1.5 Computing forecasts and forecast standard errorsChapter 2The one-way error component modelSection 2.1:The one-way fixed effects model2.1 One-way fixed effects regression2.2 OLS and GLS for fixed effects2.3 Testing for fixed effectsSection 2.2 The one-way random effects model2.4 Variance-covariance matrix of the one-way random effects model2.5 The Fuller and Battese (1973) transformation for the one-way random effects model2.6 Unbiased estimates of the variance components: the one-way model2.7 Feasible unbiased estimates of the variance components: the one-way model2.8 Gasoline demand in the OECD2.9 System estimation of the one-way model: OLS versus GLS2.10 GLS is a matrix weighted average of Between and Within2.11 Efficiency of GLS compared to Within and Between estimators2.12 MLE of the random effects model2.13 Prediction in the one-way random effects model2.14 Mincer wage equation2.15 Bounds for s in a one-way random effects model2.16 Heteroskedastic fixed effects modelsChapter 3 The two-way error component modelSection 3.1: The two-way fixed effects model3.1 Two-way fixed effects regressionSection 3.2: The two-way random effects model3.2 Variance-covariance matrix of the two-way random effects model3.3 The Fuller and Battese (1973) transformation for the two-way random effects model3.4 Unbiased estimates of the variance components: the two-way model3.5 Feasible unbiased estimates of the variance components: the two-way model3.6 System estimation of the two-way model: OLS versus GLS3.7 Prediction in the two-way random effects model3.8 Variance component estimation under misspecification3.9 Bounds for s in a two-way random effects model3.10 Nested effects3.11 Three-way error component model3.12 A mixed-error component model3.13 Productivity of public capital in private productionChapter 4 : Test of hypotheses using panel dataSection 4.1: Tests for poolability of the data4.1 The Chow (1960) test4.2 The Roy (1957) and Zellner (1962) testSection 4.2: Tests for individual and time effects4.3 The Breusch and Pagan (1980) Lagrange-multiplier test4.4 Local mean most powerful one-sided test4.5 The standardized Honda (1985) test4.6 The standardized King and Wu (1997) test4.7 Conditional Lagrange multiplier test: random individual effects4.8 Conditional Lagrange multiplier test: random time effects4.9 Testing for poolability using Grunfeld's data4.10 Testing for random time and individual effects using Grunfeld's dataSection 4.3: Hausman's test for correlated effects4.11 The Hausman (1978) test based on a contrast of two e. Codice libro della libreria ABE_book_new_0470744030

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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2009. Paperback. Condizione libro: New. New.. 241 x 168 mm. 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 Sons, 2009. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-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 Wiley, 2009. Paperback. Condizione libro: New. Codice libro della libreria INGM9780470744031

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Descrizione libro Wiley, 2009. Paperback. Condizione libro: New. book. Codice libro della libreria 0470744030

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Baltagi, Badi H.
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Descrizione libro John Wiley and Sons Ltd 2009-03-06, Chichester, 2009. paperback. Condizione libro: New. Codice libro della libreria 9780470744031

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Descrizione libro 2009. Paperback. Condizione libro: NEW. 9780470744031 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0771392

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