Econometric Analysis of Panel Data

Badi H. Baltagi

315 pages, parution le 19/05/2005 (3^eme édition)

Ajouter à une liste

Indisponible

Résumé

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.

L'auteur - Badi H. Baltagi

Badi H. Baltagi earned his PhD in Economics at the University of Pennsylvania in 1979. He joined the faculty at Texas A&M University in 1988, having served previously on the faculty at the University of Houston. He is the author of Econometric Analysis of Panel Data and Econometrics and editor of A Companion to Theoretical Econometrics; Recent Developments in the Econometrics of Panel Data, Volumes I and II; Nonstationary Panels, Panel Cointegration, and Dynamic Panels; and author or co-author of over 100 publications, all in leading economics and statistics journals. Professor Baltagi is the holder of the George Summey, Jr. Professor Chair in Liberal Arts and was awarded the Distinguished Achievement Award in Research. He is co-editor of Empirical Economics, and associate editor of Journal of Econometrics and Econometric Reviews. He is the replication editor of the Journal of Applied Econometrics and the series editor for Contributions to Economic Analysis. He is a fellow of the Journal of Econometrics and a recipient of the Plura Scripsit Award from Econometric Theory.

Sommaire

Introduction
The One-way Error Component Regression Model
The Two-way Error Component Regression Model
Test of Hypotheses with Panel Data
Heteroskedasticity and Serial Correlation in the Error Component Model
Seemingly Unrelated Regressions with Error Components
Simultaneous Equations with Error Components
Dynamic Panel Data Models
Unbalanced Panel Data Models
Special Topics
Limited Dependent Variables and Panel Data
Nonstationary Panels

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Badi H. Baltagi
Parution	19/05/2005
Édition	3^eme édition
Nb. de pages	315
Format	17 x 24
Couverture	Broché
Poids	600g
Intérieur	Noir et Blanc
EAN13	9780470014561
ISBN13	978-0-470-01456-1