ENGLISH

Analysis of Panel Data (Econometric Society Monographs)

Book information

Publisher
Cambridge University Press
Year
2003
ISBN
0521818559, 9780521818551, 1397805110614, 1397805215227, 0521338255, 0521335612
Open Library ID
OL7737208M
Language
english
Format
PDF
Filesize
4 MB (4339386 bytes)
Series
Econometric Society Monographs
Edition
2
Pages
363\363
Time added
2010-02-18 13:16:04

Description

This book covers panel data econometrics theory very well. It's probably the best in this field. However, this book lacks data and more importantly computer codes on how to implement panel data models. The author didn't provide a website where you can get the data in the book, which makes it difficult for applied econometricians to learn and implement. It would a lot more useful if the author can provide some support on how to implement his models in either packages (e.g., Stata or SAS) or programming languages (e.g., Gauss or Matlab). I found biometricians and social scientists do a much better job in both research and implementation of panel data models than econometricians, although they have different names for the same thing (e.g., mixed effects, multilevel, or HLM, etc.)

Similar books