The Econometrics of Panel Data : A Handbook of the Theory with Applications

Language: English

Published by Springer, Springer, 2011

9401065489 / 9789401065481

Series: Book 48 of 54 - Advanced Studies in Theoretical and Applied Econometrics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Seller Inventory # 9789401065481

Title
The Econometrics of Panel Data : A Handbook of the Theory with Applications
Author
László Mátyás
Publisher
Springer, Springer
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
9401065489
ISBN 13
9789401065481
Edition
2nd Edition
Item weight
1,487 grams
Dimensions
240x160x51 mm
Series
Book 48 of 54: Advanced Studies in Theoretical and Applied Econometrics

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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