ENGLISH

Analysis of Panel Data

By Cheng Hsiao

Book information

Publisher
Cambridge University Press
Year
2014
ISBN
1107038693, 9781107038691
Language
english
Format
PDF
Filesize
4 MB (3990845 bytes)
Series
Econometric Society Monographs
Edition
3
Pages
433\561
Scanned
yes
Time added
2015-02-02 01:43:47
Финансово-экономические дисциплины;Эконометрика

Description

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.

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