Econometric analysis of panel data /

This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets_are also_provided as well as the programs to implement the...

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Bibliographic Details
Main Author: Baltagi, Badi H. (Badi Hani)
Format: Book
Language:English
Published: Chichester, U.K. : John Wiley & Sons, 2008
Edition:4th ed.
Subjects:

MARC

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245 1 0 |a Econometric analysis of panel data /  |c Badi H. Baltagi. 
250 |a 4th ed. 
260 |a Chichester, U.K. :  |b John Wiley & Sons,  |c 2008 
300 |a xiii, 351 p. 
504 |a Bibliografía: p. 311-335. 
505 0 |a 1. Introduction -- 2. The one-way error component regression model -- 3. The two-way error component regression model -- 4. Test of hypotheses with panel data -- 5. Heteroskedasticity and serial correlation in the error component model -- 6. Seemingly unrelated regressions with error components -- 7. Simultaneous equations with error components -- 8. Dynamic panel data models -- 9. Unbalanced panel data models -- 10. Special topics -- 11. Limited dependent variables and panel data -- 12. Nonstationary panels. References -- Index. 
520 3 |a This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets_are also_provided as well as the programs to implement the estimation and testing procedures described in the book._ These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has 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. 
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