Econometric analysis of panel data

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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

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168023650969	330.015195 B197E 2005	1	Searching... Unknown
Searching... 1:IIEMSA	1:GEN-BOOK	33168023656917	330.015195 B197E 2005	2	Searching... Unknown

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Summary

This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site.

The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.