Econometric Analysis of Panel Data

Badi H. Baltagi (Autor)

Buch | Softcover

304 Seiten

2001 | 2nd Revised edition
John Wiley & Sons Ltd (Verlag)
978-0-471-49937-4 (ISBN)

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This new edition of an established textbook reflects the rapid developments in the field, covering the vast research that has been conducted on panel data since its initial publication.

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 and includes new data sets. The use of the standard software packages in the field i.e. STATA, LIMDEP, TSP & SAS are illustrated with new examples. The text has also been fully updated with new material on: non-stationary models, unit roots in panels and cointegration, prediction in panels, serial correlation, heteroskedasticity, and new results on GMM in dynamic panel data models. There is also website providing supplementary material for lecturers.

Preface; 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; References; Index

Erscheint lt. Verlag	28.8.2001
Zusatzinfo	Ill.
Verlagsort	Chichester
Sprache	englisch
Maße	169 x 244 mm
Gewicht	570 g
Einbandart	Paperback
Themenwelt	Wirtschaft ► Allgemeines / Lexika
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-471-49937-4 / 0471499374
ISBN-13	978-0-471-49937-4 / 9780471499374
Zustand	Neuware