Analysis of Panel Data

Cheng Hsiao

366 pages, parution le 11/02/2003 (2^eme édition)

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Résumé

Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior as compared to cross-sectional or time series data models. As a consequence, richer panel data sets also have become increasingly available. This second edition is a substantial revision of the highly successful first edition of 1986. Recent advances in panel data research are presented in a rigorous and accessible manner and are carefully integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc. Other specific revisions include the introduction of the notion of strict exogeneity with estimators presented in a generalized method of moments framework, the notion of incidental parameters, more intuitive explanations of pairwise trimming, and discussion of sample selection dynamic panel models.

Contents

1. Introduction
2. Analysis of covariance
3. Simple regression with variable intercepts
4. Dynamic models with variable intercepts
5. Simultaneous-equations models 5
6. Variable-coefficient models
7. Discrete data
8. Truncated and censored data
9. Incomplete panel data
10. Miscellaneous topics
11. A summary view

Caractéristiques techniques

	PAPIER
Éditeur(s)	Cambridge University Press
Auteur(s)	Cheng Hsiao
Parution	11/02/2003
Édition	2^eme édition
Nb. de pages	366
Format	15 x 23
Couverture	Broché
Poids	600g
Intérieur	Noir et Blanc
EAN13	9780521522717
ISBN13	978-0-521-52271-7