The Econometrics of Panel Data Fundamentals and Recent Developments in Theory and Practice /

This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Ner...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Mátyás, László (Επιμελητής έκδοσης), Sevestre, Patrick (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
Σειρά:Advanced Studies in Theoretical and Applied Econometrics, 46
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Fundamentals
  • Fixed Effects Models and Fixed Coefficients Models
  • Error Components Models
  • Endogenous Regressors and Correlated Effects
  • The Chamberlain Approach to Panel Data: An Overview and Some Simulations
  • Random Coefficient Models
  • Parametric Binary Choice Models
  • Advanced Topics
  • Dynamic Models for Short Panels
  • Unit Roots and Cointegration in Panels
  • Measurement Errors and Simultaneity
  • Pseudo-Panels and Repeated Cross-Sections
  • Attrition, Selection Bias and Censored Regressions
  • Simulation Techniques for Panels: Efficient Importance Sampling
  • Semi-parametric and Non-parametric Methods in Panel Data Models
  • Panel Data Modeling and Inference: A Bayesian Primer
  • To Pool or Not to Pool?
  • Duration Models and Point Processes
  • GMM for Panel Data Count Models
  • Spatial Panel Econometrics
  • Applications
  • Foreign Direct Investment: Lessons from Panel Data
  • Stochastic Frontier Analysis and Efficiency Estimation
  • Econometric Analyses of Linked Employer–Employee Data
  • Life Cycle Labor Supply and Panel Data: A Survey
  • Dynamic Policy Analysis
  • Econometrics of Individual Labor Market Transitions
  • Software Review.