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Look Inside Analysis of Panel Data

Analysis of Panel Data

3rd Edition

$125.00 (P)

Part of Econometric Society Monographs

  • Date Published: December 2014
  • availability: Available
  • format: Hardback
  • isbn: 9781107038691

$125.00 (P)
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  • This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.

    • Comprehensive and coherent analysis of panel data methodologies
    • Substantially revised from the second edition, with two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations
    • Accessible and intuitively written
    Read more

    Reviews & endorsements

    Review of previous edition:
    "Researchers will find that the insights that they gain from working through the book's tougher sections are well worth the effort. The book remains an indispensable and comprehensive reference for panel estimation methods."
    David C. Ribar, International Journal of Forecasting

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    Product details

    • Edition: 3rd Edition
    • Date Published: December 2014
    • format: Hardback
    • isbn: 9781107038691
    • length: 562 pages
    • dimensions: 229 x 152 x 32 mm
    • weight: 0.92kg
    • contains: 7 b/w illus. 9 tables
    • availability: Available
  • Table of Contents

    1. Introduction
    2. Homogeneity test for linear regression models (analysis of covariance)
    3. Simple regression with variable intercepts
    4. Dynamic models with variable intercepts
    5. Simultaneous-equations models
    6. Variable-coefficient models
    7. Discrete data
    8. Truncated and censored data
    9. Cross-sectional dependent panel data
    10. Dynamic system
    11. Incomplete panel data
    12. Miscellaneous topics
    13. A summary view.

  • Author

    Cheng Hsiao, University of Southern California
    Cheng Hsiao is Professor of Economics at the University of Southern California. He has worked mainly in integrating economic theory with economic analysis. Professor Hsiao has made extensive contributions in methodology and empirical analysis in the areas of panel data, time series, cross-sectional data, structural modeling, and measurement errors, among other fields. He is the author of the first two editions of Analysis of Panel Data and has been a co-editor of the Journal of Econometrics since 1991. He received his PhD in Economics from Stanford University.

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