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Analysis of Panel Data

Librairie Eyrolles - Paris 5e

Analysis of Panel Data

Analysis of Panel Data

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


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.

  • 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 du livre "Analysis of Panel Data"

Éditeur(s) Cambridge University Press
Auteur(s) Cheng Hsiao
Parution 11/02/2003
Édition  2eme 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
Sélection de Noël


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