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Synopsis
Econometric Analysis of Panel Data Badi H. Baltagi This new text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The book includes extensive coverage of estimation, testing and prediction methods using panel data. Baltagi uses two data sets to illustrate the techniques used and cites several empirical studies using panel techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods, making this text entirely accessible to students.
"synopsis" may belong to another edition of this title.
From the Back Cover
This substantially revised second edition of the leading graduate textbook on panel data provides a reworked coverage of panel data techniques from a key author in this field. Updated topics include dynamic panels, limited dependent variable panel data models, spatial panels, GMM estimation, prediction in panels, serial correlation, heteroskedasticity, nested error component models, pseudo-panels, rotating panels, unbalanced panels and heterogeneous dynamic panels.
New material has been added to include:
* nonstationary panels with illustrations of their applications in economics including unit roots in panels and cointegration in panels
* spatial panel data models
* web site addresses for panel data sources
* recent empirical studies and worked examples using standard software
Packed with additional exercises, which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods, making this text entirely accessible to graduate students.
A review of the first edition of Econometric Analysis of Panel Data
"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 - State University of New York, Albany, USA
"About this title" may belong to another edition of this title.
- PublisherJohn Wiley & Sons
- Publication date1995
- ISBN 10 0471953008
- ISBN 13 9780471953005
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages270
- Rating
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