The Econometrics of Panel Data : A Handbook of the Theory with Applications

Lingua: inglese

Editore: Springer Netherlands, 2011

9401065489 / 9789401065481

Serie: Libro 48 di 54 - Advanced Studies in Theoretical and Applied Econometrics

Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Codice articolo 9789401065481

Titolo
The Econometrics of Panel Data : A Handbook of the Theory with Applications
Autore
Patrick Sevestre
Editore
Springer Netherlands
Anno di pubblicazione
2011
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
9401065489
ISBN 13
9789401065481
Edizione
seconda edizione
Peso dell'articolo
1487 grammi
Dimensioni
240x160x51 mm
Serie
Libro 48 di 54: Advanced Studies in Theoretical and Applied Econometrics

AHA-BUCH GmbH

Einbeck, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 30 a 40 giorni lavorativiDa 7 a 14 giorni lavorativi
Primo articoloEUR 67,44EUR 77,44
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