A Companion to Econometric Analysis of Panel Data

0 avg rating
( 0 ratings by Goodreads )
 
9780470744031: A Companion to Econometric Analysis of Panel Data

‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

"synopsis" may belong to another edition of this title.

From the Back Cover:

This book is a companion to Baltagi’s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4th Edition.

The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader’s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work.

The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman's test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels.

The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: www.wileyeurope.com/college/baltagi.

About the Author:

Badi H. Baltagi is Distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse University. He is a fellow of the Journal of Econometrics, a recipient of the Multa and Plura Scripsit Awards from Econometric Theory, and the Journal of Applied Econometrics Distinguished Authors Award.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Badi H. Baltagi
Published by John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Paperback Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United Kingdom, 2009. Paperback. Book Condition: New. New.. Language: English . Brand New Book. This book is a companion to Baltagi s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4 th Edition. The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work. The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman s test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels. The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: . Bookseller Inventory # AAH9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 49.79
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Badi H. Baltagi
Published by John Wiley and Sons Ltd, United Kingdom (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Paperback Quantity Available: 1
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons Ltd, United Kingdom, 2009. Paperback. Book Condition: New. New.. Language: English . Brand New Book. This book is a companion to Baltagi s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4 th Edition. The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work. The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman s test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels. The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: . Bookseller Inventory # AAH9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 52.30
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Badi H. Baltagi
Published by John Wiley and#38; Sons (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Quantity Available: > 20
Print on Demand
Seller:
Pbshop
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description John Wiley and#38; Sons, 2009. PAP. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IQ-9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 48.32
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

4.

Baltagi, Badi H.
Published by John Wiley & Sons (2016)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9780470744031_lsuk

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 49.08
Convert Currency

Add to Basket

Shipping: US$ 5.11
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Baltagi, Badi H.
Published by Wiley 5/1/2009 (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Paperback or Softback Quantity Available: 10
Seller:
BargainBookStores
(Grand Rapids, MI, U.S.A.)
Rating
[?]

Book Description Wiley 5/1/2009, 2009. Paperback or Softback. Book Condition: New. A Companion to Econometric Analysis of. Book. Bookseller Inventory # BBS-9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 54.65
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

6.

Badi H. Baltagi
Published by Wiley 2009-03-06, Hoboken, N.J. :|Chichester (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New paperback Quantity Available: 10
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Wiley 2009-03-06, Hoboken, N.J. :|Chichester, 2009. paperback. Book Condition: New. Bookseller Inventory # 9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 47.26
Convert Currency

Add to Basket

Shipping: US$ 7.92
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Badi H. Baltagi
Published by John Wiley and Sons (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Quantity Available: > 20
Print on Demand
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description John Wiley and Sons, 2009. PAP. Book Condition: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # LQ-9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 44.76
Convert Currency

Add to Basket

Shipping: US$ 11.88
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Baltagi, Badi H.
Published by John Wiley and#38; Sons (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Quantity Available: 9
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description John Wiley and#38; Sons, 2009. PAP. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # FW-9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 44.76
Convert Currency

Add to Basket

Shipping: US$ 11.88
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

Baltagi, Badi H.
Published by Wiley (2017)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Paperback Quantity Available: 14
Print on Demand
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Wiley, 2017. Paperback. Book Condition: New. Never used! This item is printed on demand. Bookseller Inventory # 0470744030

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 55.03
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

10.

Baltagi, Badi H.
Published by Wiley (2009)
ISBN 10: 0470744030 ISBN 13: 9780470744031
New Paperback Quantity Available: 10
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Wiley, 2009. Paperback. Book Condition: New. Bookseller Inventory # INGM9780470744031

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 54.58
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book