Econometric Analysis of Panel Data

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9780471499374: Econometric Analysis of Panel Data

This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature and includes new data sets. The use of the standard software packages in the field i.e. STATA, LIMDEP, TSP & SAS are illustrated with new examples. The text has also been fully updated with new material on: non-stationary models, unit roots in panels and cointegration, prediction in panels, serial correlation, heteroskedasticity, and new results on GMM in dynamic panel data models. There is also website providing supplementary material for lecturers.

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From the Back Cover:

This substantially revised second edition of the leading graduate textbook on panel data provides a reworked coverage of panel data techniques from a key author in this field. Updated topics include dynamic panels, limited dependent variable panel data models, spatial panels, GMM estimation, prediction in panels, serial correlation, heteroskedasticity, nested error component models, pseudo-panels, rotating panels, unbalanced panels and heterogeneous dynamic panels.

New material has been added to include:
* nonstationary panels with illustrations of their applications in economics including unit roots in panels and cointegration in panels

* spatial panel data models

* web site addresses for panel data sources

* recent empirical studies and worked examples using standard software
Packed with additional exercises, which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods, making this text entirely accessible to graduate students.

A review of the first edition of Econometric Analysis of Panel Data

"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 - State University of New York, Albany, USA

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Badi H. Baltagi
Editore: John Wiley & Sons (2001)
ISBN 10: 0471499374 ISBN 13: 9780471499374
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Descrizione libro John Wiley & Sons, 2001. Paperback. Condizione libro: New. Second Edition. Codice libro della libreria DADAX0471499374

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Baltagi, Badi H.
Editore: Wiley (2001)
ISBN 10: 0471499374 ISBN 13: 9780471499374
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Descrizione libro Wiley, 2001. Paperback. Condizione libro: New. Never used!. Codice libro della libreria P110471499374

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Badi H. Baltagi
Editore: Wiley (2001)
ISBN 10: 0471499374 ISBN 13: 9780471499374
Nuovi Paperback Quantità: 1
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Irish Booksellers
(Rumford, ME, U.S.A.)
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Descrizione libro Wiley, 2001. Paperback. Condizione libro: New. book. Codice libro della libreria M0471499374

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