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...

• Main Author: Baltagi, Badi H. (Badi Hani)
• Format: Book
• Language: English
• Published: Chichester, U.K. : John Wiley & Sons, 2008
• Edition: 4th ed.
• Subjects: ECONOMETRIA; MODELO DE PANEL

Table of Contents:

• 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.