Econometric analysis of panel data

This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site. The text has also 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.

First sentence: In this book, the term "panel data" refers to the pooling of observations on a cross-section of households, countries, firms, etc. over several time periods.

Year

1995

Language

English

Publisher

Wiley

Editions

4

Pages

314

ISBN

9780470014561

Data source: Wikidata