Panel Data
Theory and Applications
Badi H. Baltagi - Collection Studies in Empirical Economics
Résumé
The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their bootstrapped versions, confidence intervals for a doubly heteroskedastic stochastic production frontiers, estimation of semiparametric dynamic panel data models and a review of survey attrition and nonresponse in the European Community Household Panel. Applications include as different topics as e.g. the impact of uncertainty on UK investment, a Tobin-q investment model using US firm data, cost efficiency of Spanish banks, immigrant integration in Canada, the dynamics of individual health in the UK, the relation between inflation and growth among OECD and APEC countries, technical efficiency of cereal farms in England, and employment effects of education for disabled workers in Norway.
Written for:
Scientists
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
- Analyzing the effect of dynamically assigned treatments using duration models, binary treatment models, and panel data models
- Convenient estimators for the panel probit model: Further results
- Simulation-based inference in dynamic panel probit models: An application to health
- Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
- Testing poolability in a system of dynamic regressions with nonspherical disturbances
- Tobin q: Forecast performance for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimators
- The effect of uncertainty on UK investment authorisation: Homogeneous vs. heterogeneous estimators
- Reinterpreting the performance of immigrant wages from panel data
- Inflation and growth: Explaining a negative effect
- Efficiency measurement using a latent class stochastic frontier model
- Productivity and technical change: Measurement and testing
- Modeling corner solutions with panel data: Application to the industrial energy demand in France
- The European Community Household Panel: A review
- Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply
- Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiers
- The proper panel econometric specification of the gravity equation: A three-way model with bilateral interaction effects
- Employer-supported training in Canada and its impact on mobility and wages
- A panel cointegration approach to the investment-saving correlation
- Estimating the employment effects of education for disabled workers in Norway
- New insights on earnings trends across skill groups and industries in West Germany.
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Springer |
| Auteur(s) | Badi H. Baltagi |
| Collection | Studies in Empirical Economics |
| Parution | 03/05/2004 |
| Nb. de pages | 380 |
| Format | 16 x 24 |
| Couverture | Relié |
| Poids | 690g |
| Intérieur | Noir et Blanc |
| EAN13 | 9783790801422 |
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