Analysis of Panel Data (Econometric Society Monographs)

✍ Scribed by Cheng Hsiao

Publisher: Cambridge University Press
Year: 2003
Tongue: English
Leaves: 363
Series: Econometric Society Monographs
Edition: 2
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This book covers panel data econometrics theory very well. It's probably the best in this field. However, this book lacks data and more importantly computer codes on how to implement panel data models. The author didn't provide a website where you can get the data in the book, which makes it difficult for applied econometricians to learn and implement. It would a lot more useful if the author can provide some support on how to implement his models in either packages (e.g., Stata or SAS) or programming languages (e.g., Gauss or Matlab). I found biometricians and social scientists do a much better job in both research and implementation of panel data models than econometricians, although they have different names for the same thing (e.g., mixed effects, multilevel, or HLM, etc.)

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