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Econometric Analysis of Panel Data

Badi H. Baltagi (Unbekannter Einband, Englisch)

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Beschreibung

"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. Since its first publication in 1995, it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data." - Professor Kajal Lahiri "Econometric Analysis of Panel Data is a classic in its field, used by researches and graduate students throughout the world. In this new edition, Professor Baltagi has incorporated extensive new material, reflecting recent advances in the panel data literature in areas such as dynamic (including non-stationary) and limited dependent variable panel data models. It is an invaluable read for anyone interested in panel data." - Professor Gary Koop "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 "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 encyclopedic 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 "In this new edition Baltagi covers many of he recent developments in the literature on econometric analysis of panel data models. it is aimed at graduate students but many of its introductory chapters cold also be helpful to advanced undergraduates and applied researchers across many disciplines including economics, finance, sociology, and politics. Baltagi has a gift of explaining difficult concepts and ideas in a simple language, accessible to researchers and students alike. It is a timely and welcome addition to a growing literature." - Professor M. Hashem Pesaran Supplementary materials are available on the accompanying website:www.wileyeurope.com/college/baltagi Weniger zeigen

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Produktinformationen

Technische Daten

Erscheinungsdatum

29.04.2008

Sprache

Englisch

EAN

9780470518861

Herausgeber

John Wiley & Sons

Sonderedition

Nein

Autor

Badi H. Baltagi

Seitenanzahl

366

Auflage

Einbandart

Broschiert

Schlagwörter

Ökonometrie

Inhaltsverzeichnis

Preface. 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.

Höhe

244 mm

Breite

16.8 cm

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