Analysis of Panel Data

✍ Scribed by Cheng Hsiao

• Publisher: Cambridge University Press
• Year: 2014
• Tongue: English
• Leaves: 561
• Series: Econometric Society Monographs
• Edition: 3
• Category: Library

✦ Synopsis

This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.

✦ Subjects

Финансово-экономические дисциплины;Эконометрика;