The Econometrics of Panel Data

Written By László Mátyás
The Econometrics of Panel Data
  • Publsiher : Springer
  • Release : 20 September 2011
  • ISBN : 9789401066556
  • Pages : 568 pages
  • Rating : /5 from reviews
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Download or read book entitled The Econometrics of Panel Data by author: László Mátyás which was release on 20 September 2011 and published by Springer with total page 568 pages . This book available in PDF, EPUB and Kindle Format. 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 Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section 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 probit models, latent variable models, incomplete panels and selectivity bias, and point processes.

The Econometrics of Panel Data

The Econometrics of Panel Data
  • Author : László Mátyás,Patrick Sevestre
  • Publisher : Springer
  • Release Date : 2011-09-20
  • Total pages : 568
  • ISBN : 9789401066556
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Summary : 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 Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an ...

The Econometrics of Panel Data

The Econometrics of Panel Data
  • Author : László Mátyás,Patrick Sevestre
  • Publisher : Springer Science & Business Media
  • Release Date : 2013-12-01
  • Total pages : 568
  • ISBN : 9789401066556
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Summary : 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 Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an ...

Panel Data Econometrics with R

Panel Data Econometrics with R
  • Author : Yves Croissant,Giovanni Millo
  • Publisher : John Wiley & Sons
  • Release Date : 2018-10-22
  • Total pages : 328
  • ISBN : 9789401066556
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Summary : 1 Introduction 5 1.1 Panel data econometrics: a gentle introduction 5 1.1.1 Eliminating unobserved components 6 1.2 R for econometric computing 11 1.2.1 The modus operandi of R 12 1.2.2 Data management 13 1.3 plm for the casual R user 14 1.3.1 R for the matrix language user 14 1.3.2 R for the user of econometric packages 16 1.4 plm for the procient R user 18 1.4.1 Reproducibile econometric work 18 1.4.2 Object-orientation ...

Panel Data Econometrics

Panel Data Econometrics
  • Author : Manuel Arellano
  • Publisher : Oxford University Press
  • Release Date : 2003
  • Total pages : 231
  • ISBN : 9789401066556
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Summary : Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models....

Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics
  • Author : M. Hashem Pesaran
  • Publisher : Oxford University Press, USA
  • Release Date : 2015-10
  • Total pages : 1064
  • ISBN : 9789401066556
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Summary : This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is ...

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data
  • Author : Badi Baltagi
  • Publisher : John Wiley & Sons
  • Release Date : 2008-06-30
  • Total pages : 366
  • ISBN : 9789401066556
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Summary : 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 ...

The Econometrics of Panel Data

The Econometrics of Panel Data
  • Author : Lászlo Mátyás,Patrick Sevestre
  • Publisher : Springer Science & Business Media
  • Release Date : 2008-04-06
  • Total pages : 950
  • ISBN : 9789401066556
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Summary : This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new ...

Analysis of Panel Data

Analysis of Panel Data
  • Author : Cheng Hsiao
  • Publisher : Cambridge University Press
  • Release Date : 2014-12-08
  • Total pages : 562
  • ISBN : 9789401066556
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Summary : This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. ...

Panel Data Econometrics

Panel Data Econometrics
  • Author : Mike Tsionas
  • Publisher : Academic Press
  • Release Date : 2019-06-19
  • Total pages : 432
  • ISBN : 9789401066556
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Summary : Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case ...

Econometric Models with Panel Data Across Stata

Econometric Models with Panel Data Across Stata
  • Author : Econometric Books
  • Publisher : CreateSpace
  • Release Date : 2015-10-23
  • Total pages : 188
  • ISBN : 9789401066556
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Summary : The data panels are a special type of samples in which the behavior of a certain number of economic agents is followed over time. In this way, the researcher can perform economic analysis and specify models with the data of cross section that are obtained when all operators are considered ...

Econometric Analysis of Cross Section and Panel Data

Econometric Analysis of Cross Section and Panel Data
  • Author : Jeffrey M. Wooldridge
  • Publisher : MIT Press
  • Release Date : 2010-10
  • Total pages : 1064
  • ISBN : 9789401066556
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Summary : This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001). Already established as a leading graduate econometrics text, the book offers an intuitive yet rigorous treatment of two methods used in econometric research, cross section and panel data techniques. ...

Panel Data Econometrics

Panel Data Econometrics
  • Author : Donggyu Sul
  • Publisher : Routledge
  • Release Date : 2019-02-07
  • Total pages : 150
  • ISBN : 9789401066556
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Summary : In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel ...

Panel Data Econometrics

Panel Data Econometrics
  • Author : Myoung-jae Lee
  • Publisher : Emerald Group Pub Limited
  • Release Date : 2002
  • Total pages : 195
  • ISBN : 9789401066556
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Summary : Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text....

Essays in Panel Data Econometrics

Essays in Panel Data Econometrics
  • Author : Marc Nerlove
  • Publisher : Cambridge University Press
  • Release Date : 2005-11-10
  • Total pages : 384
  • ISBN : 9789401066556
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Summary : Seven previously published, classic essays, and a cogent new essay on the history of the subject....

Panel Data Econometrics

Panel Data Econometrics
  • Author : Badi Hani Baltagi
  • Publisher : Unknown
  • Release Date : 2015
  • Total pages : 548
  • ISBN : 9789401066556
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Summary : Read online Panel Data Econometrics written by Badi Hani Baltagi, published by which was released on 2015. Download full Panel Data Econometrics Books now! Available in PDF, ePub and Kindle....