Econometric analysis of panel data
by
 
Baltagi, Badi H. (Badi Hani)

Title
: 
Econometric analysis of panel data

Author
: 
Baltagi, Badi H. (Badi Hani)

ISBN
: 
9780470014561
 
139780470014561 (pbk.) :

Personal Author
: 
Baltagi, Badi H. (Badi Hani)

Edition
: 
3rd ed.

Publication Information
: 
Chichester ; Hoboken, N.J. : John Wiley & Sons, c2005.

Physical Description
: 
xii, 302 p. ; 25 cm.

Contents
: 
1. Introduction -- 2. The one-way error component regression model -- 3. The two-way error component regression model -- 4. Test of hypotheses with panel data -- 5. Heteroskedasticity and serial correlation in the error component model -- 6. Seemingly unrelated regressions with error components -- 7. Simultaneous equations with error components -- 8. Dynamic panel data models -- 9. Unbalanced panel data models -- 10. Special topics -- 11. Limited dependent variables and panel data -- 12. Nonstationary panels.

Abstract
: 
"Econometric Analysis of Panel Data has become established as one of the leading textbooks for students of panel data. The significantly revised and updated third edition from one of the leading researchers and writers in this field builds upon the success of previous editions, and includes the most recent empirical examples from panel data literature. Updated topics include dynamic panels, nonstationary panels, limited dependent variable models, heteroskedastic panels, heterogeneous panels and spatial panels."--BOOK JACKET.

Subject Term
: 
Econometrics.
 
Panel analysis.

Electronic Access
: 
Table of contents http://www.loc.gov/catdir/toc/ecip059/2005006840.html


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168023650969330.015195 B197E 20051
IIEMSAGeneral Books33168023656917330.015195 B197E 20052