Skip to content
Register Sign in Wishlist

Analysis of Panel Data

3rd Edition

$142.00 (P)

Part of Econometric Society Monographs

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

$ 142.00 (P)

Add to cart Add to wishlist

Other available formats:
Paperback, eBook

Looking for an examination copy?

If you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact providing details of the course you are teaching.

Product filter button
About the Authors
  • 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

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Edition: 3rd Edition
    • Date Published: December 2014
    • format: Hardback
    • isbn: 9781107038691
    • length: 562 pages
    • dimensions: 231 x 155 x 36 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.

Sign In

Please sign in to access your account


Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.