The Econometrics of Panel Data

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  • Author : László Mátyás
  • Publisher : Springer
  • Pages : 568 pages
  • ISBN : 9789401066556
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>The Econometrics of Panel Data

Download or Read online The Econometrics of Panel Data full in PDF, ePub and kindle. this book written by László Mátyás and published by Springer which was released on 20 September 2011 with total page 568 pages. We cannot guarantee that The Econometrics of Panel Data book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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 : 20 September 2011
GET THIS BOOK The Econometrics of Panel Data

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

The Econometrics of Panel Data

The Econometrics of Panel Data
  • Author : László Mátyás,Patrick Sevestre
  • Publisher : Springer Science & Business Media
  • Release : 01 December 2013
GET THIS BOOK The Econometrics of Panel Data

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

Panel Data Econometrics with R

Panel Data Econometrics with R
  • Author : Yves Croissant,Giovanni Millo
  • Publisher : John Wiley & Sons
  • Release : 22 October 2018
GET THIS BOOK Panel Data Econometrics with R

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

Panel Data Econometrics

Panel Data Econometrics
  • Author : Manuel Arellano
  • Publisher : Oxford University Press
  • Release : 15 June 2021
GET THIS BOOK Panel Data Econometrics

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 : 01 October 2015
GET THIS BOOK Time Series and Panel Data Econometrics

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 distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data
  • Author : Badi Baltagi
  • Publisher : John Wiley & Sons
  • Release : 30 June 2008
GET THIS BOOK Econometric Analysis of Panel Data

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

The Econometrics of Panel Data

The Econometrics of Panel Data
  • Author : Lászlo Mátyás,Patrick Sevestre
  • Publisher : Springer Science & Business Media
  • Release : 06 April 2008
GET THIS BOOK The Econometrics of Panel Data

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

Analysis of Panel Data

Analysis of Panel Data
  • Author : Cheng Hsiao
  • Publisher : Cambridge University Press
  • Release : 08 December 2014
GET THIS BOOK Analysis of Panel Data

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. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data

Panel Data Econometrics

Panel Data Econometrics
  • Author : Mike Tsionas
  • Publisher : Academic Press
  • Release : 19 June 2019
GET THIS BOOK Panel Data Econometrics

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

Econometric Models with Panel Data Across Stata

Econometric Models with Panel Data Across Stata
  • Author : Econometric Books
  • Publisher : CreateSpace
  • Release : 23 October 2015
GET THIS BOOK Econometric Models with Panel Data Across Stata

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 in an instant of time. Different patterns of behaviour of all agents together studied in the different temporal moments may thus be assessed. Alternatively, you can perform the same analysis

Econometric Analysis of Cross Section and Panel Data

Econometric Analysis of Cross Section and Panel Data
  • Author : Jeffrey M. Wooldridge
  • Publisher : MIT Press
  • Release : 01 October 2010
GET THIS BOOK Econometric Analysis of Cross Section and Panel Data

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. The numerous end-of-chapter problems are an important component of the book, encouraging the student to use the analytical tools presented in the text. This manual contains answers to selected problems,

Panel Data Econometrics

Panel Data Econometrics
  • Author : Donggyu Sul
  • Publisher : Routledge
  • Release : 07 February 2019
GET THIS BOOK Panel Data Econometrics

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