Econometric Analysis of Panel Data

Econometric Analysis of Panel Data

This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews. “This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly." Professor Kajal Lahiri, State University of New York, Albany, USA. "This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference." Professor Peter Schmidt, Michigan State University, USA. “Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.” Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.


Author
Publisher Springer Nature
Release Date
ISBN 3030539539
Pages 424 pages
Econometric Analysis of Panel Data
Language: en
Pages: 424
Authors: Badi H. Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2021-03-16 - Publisher: Springer Nature

This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and
Analysis of Panel Data
Language: en
Pages: 539
Authors: Cheng Hsiao
Categories: Business & Economics
Type: BOOK - Published: 2022-07-07 - Publisher: Cambridge University Press

A comprehensive introduction of fundamental panel data methodologies.
Panel Data Analysis
Language: en
Pages: 238
Authors: Baldev Raj
Categories: Econometric models
Type: BOOK - Published: 1992 - Publisher: Heiderberg : Physica-Verlag

Analysis of Panel Data
Language: en
Pages: 388
Authors: Cheng Hsiao
Categories: Business & Economics
Type: BOOK - Published: 2003-02-13 - Publisher: Cambridge University Press

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals
Econometric Analysis of Cross Section and Panel Data, second edition
Language: en
Pages: 1095
Authors: Jeffrey M. Wooldridge
Categories: Business & Economics
Type: BOOK - Published: 2010-10-01 - Publisher: MIT Press

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of
Econometric Analysis of Panel Data
Language: en
Pages: 239
Authors: Badi Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2008-06-30 - Publisher: John Wiley & Sons

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook fo
A Companion to Econometric Analysis of Panel Data
Language: en
Pages: 322
Authors: Badi H. Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2009-06-22 - Publisher: John Wiley & Sons

‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a compa
Panel Data Econometrics
Language: en
Pages: 143
Authors: Donggyu Sul
Categories: Business & Economics
Type: BOOK - Published: 2019-02-07 - Publisher: Routledge

In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile
Panel Data Analysis
Language: en
Pages: 220
Authors: Baldev Raj
Categories: Business & Economics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

A number of advances have taken place in panel data analysis during the pastthree decades and it continues to be one of the most active areas of research. This
Econometrics in Theory and Practice
Language: en
Pages: 565
Authors: Panchanan Das
Categories: Business & Economics
Type: BOOK - Published: 2019-09-05 - Publisher: Springer Nature

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text f