The Econometrics of Panel Data

• Author : Lászlo Mátyás,Patrick Sevestre
• Publisher : Springer Science & Business Media
• Release : 06 April 2008

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 chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those

• Author : Manuel Arellano
• Publisher : Oxford University Press
• Release : 20 April 2021

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.

• Author : Mike Tsionas
• Publisher : Academic Press
• Release : 19 June 2019

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 studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and

• Author : Yves Croissant,Giovanni Millo
• Publisher : John Wiley & Sons
• Release : 22 October 2018

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 for the user 19 1.5 plm for the R developer 20 1.5.1 Object orientation for development 21 1.6 Notations 24 2 The error component model 31 2.1 Notations and hypotheses 31 2.1.1 Notations 31 2.1.2 Some useful transformations 32 2.1.3 Hypotheses concerning the errors 34 2.2 Ordinary least

• Author : Jeffrey M. Wooldridge
• Publisher : MIT Press
• Release : 20 April 2021

A comprehensive state-of-the-art text on microeconometric methods.

• Author : László Mátyás,Patrick Sevestre
• Publisher : Springer Science & Business Media
• Release : 01 December 2013

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

• Author : Jeffrey M. Wooldridge
• Publisher : MIT Press
• Release : 01 October 2010

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual

• Author : Erik Biørn
• Publisher : Oxford University Press
• Release : 27 October 2016

Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, months, etc.). Panel data allow examination of problems that cannot be handled by cross-section data or time-series data. Panel data analysis is a core field in modern econometrics and multivariate statistics, and studies based on such data occupy a growing part of the

• Author : Badi Baltagi
• Publisher : John Wiley & Sons
• Release : 30 June 2008

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 panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation

• Author : Donggyu Sul
• Publisher : Routledge
• Release : 07 February 2019

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 estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims

• Author : Badi H. Baltagi
• Publisher : Emerald Group Publishing
• Release : 01 April 2006

This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.

• Author : Badi H. Baltagi
• Publisher : John Wiley & Sons
• Release : 18 July 2005

Econometric Analysis of Panel Data has become established as one of the leading textbooks for students of panel data.

• Author : M. Hashem Pesaran
• Publisher : Oxford University Press
• Release : 24 August 2015

This work describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

• Author : Anonim
• Publisher : Unknown
• Release : 20 April 1978

• Author : Badi Hani Baltagi
• Publisher : Oxford Handbooks
• Release : 20 April 2021

Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the