Econometric Analysis Of Panel Data

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Econometric Analysis of Panel Data

Badi H. Baltagi
Econometric Analysis of Panel Data Book PDF

Author : Badi H. Baltagi
Publisher : Springer Nature
Page : 436 pages
File Size : 55,7 Mb
Release : 2021-03-16
Category : Business & Economics
ISBN : 9783030539535

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Econometric Analysis of Panel Data by Badi H. Baltagi Pdf

This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews. Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com. This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews. “This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly." Professor Kajal Lahiri, State University of New York, Albany, USA. "This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference." Professor Peter Schmidt, Michigan State University, USA. “Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.” Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.

Econometric Analysis of Panel Data

Badi Baltagi
Econometric Analysis of Panel Data Book PDF

Author : Badi Baltagi
Publisher : John Wiley & Sons
Page : 239 pages
File Size : 47,7 Mb
Release : 2008-06-30
Category : Business & Economics
ISBN : 9780470518861

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Econometric Analysis of Panel Data by Badi Baltagi Pdf

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

Econometric Analysis of Cross Section and Panel Data, second edition

Jeffrey M. Wooldridge
Econometric Analysis of Cross Section and Panel Data second edition Book PDF

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 1095 pages
File Size : 45,8 Mb
Release : 2010-10-01
Category : Business & Economics
ISBN : 9780262296793

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Econometric Analysis of Cross Section and Panel Data, second edition by Jeffrey M. Wooldridge Pdf

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Econometric Analysis of Cross Section and Panel Data, second edition

Jeffrey M. Wooldridge
Econometric Analysis of Cross Section and Panel Data second edition Book PDF

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 1095 pages
File Size : 49,9 Mb
Release : 2010-10-01
Category : Business & Economics
ISBN : 9780262232586

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Econometric Analysis of Cross Section and Panel Data, second edition by Jeffrey M. Wooldridge Pdf

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Econometric Analysis of Panel Data

Badi H. Baltagi
Econometric Analysis of Panel Data Book PDF

Author : Badi H. Baltagi
Publisher : Wiley
Page : 314 pages
File Size : 54,7 Mb
Release : 2005-09-27
Category : Business & Economics
ISBN : 9780470016909

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Econometric Analysis of Panel Data by Badi H. Baltagi Pdf

This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site. The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

Econometric Analysis of Panel Data

Badi H. Baltagi
Econometric Analysis of Panel Data Book PDF

Author : Badi H. Baltagi
Publisher : John Wiley & Sons
Page : 257 pages
File Size : 47,5 Mb
Release : 1995-05-12
Category : Business & Economics
ISBN : 0471953008

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Econometric Analysis of Panel Data by Badi H. Baltagi Pdf

This text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The author proceeds from single to simulta

A Companion to Econometric Analysis of Panel Data

Badi H. Baltagi
A Companion to Econometric Analysis of Panel Data Book PDF

Author : Badi H. Baltagi
Publisher : John Wiley & Sons
Page : 322 pages
File Size : 40,5 Mb
Release : 2009-06-22
Category : Business & Economics
ISBN : 9780470744031

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A Companion to Econometric Analysis of Panel Data by Badi H. Baltagi Pdf

‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

The Econometric Analysis of Non-Stationary Spatial Panel Data

Michael Beenstock,Daniel Felsenstein
The Econometric Analysis of Non Stationary Spatial Panel Data Book PDF

Author : Michael Beenstock,Daniel Felsenstein
Publisher : Springer
Page : 280 pages
File Size : 53,5 Mb
Release : 2019-03-27
Category : Business & Economics
ISBN : 9783030036140

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The Econometric Analysis of Non-Stationary Spatial Panel Data by Michael Beenstock,Daniel Felsenstein Pdf

This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.

Panel Data Econometrics

Donggyu Sul
Panel Data Econometrics Book PDF

Author : Donggyu Sul
Publisher : Routledge
Page : 143 pages
File Size : 49,9 Mb
Release : 2019-02-07
Category : Business & Economics
ISBN : 9780429752971

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Panel Data Econometrics by Donggyu Sul Pdf

In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims to help applied researchers to run panel regressions correctly and avoid common mistakes. The book explains how to model cross-sectional dependence, how to estimate a few key common variables, and how to identify them. It also provides guidance on how to separate out the long-run relationship and common dynamic and idiosyncratic dynamic relationships from a set of panel data. Aimed at applied researchers who want to learn about panel data econometrics by running statistical software, this book provides clear guidance and is supported by a full range of online teaching and learning materials. It includes practice sections on MATLAB, STATA, and GAUSS throughout, along with short and simple econometric theories on basic panel regressions for those who are unfamiliar with econometric theory on traditional panel regressions.

Econometrics in Theory and Practice

Panchanan Das
Econometrics in Theory and Practice Book PDF

Author : Panchanan Das
Publisher : Springer Nature
Page : 565 pages
File Size : 43,8 Mb
Release : 2019-09-05
Category : Business & Economics
ISBN : 9789813290198

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Econometrics in Theory and Practice by Panchanan Das Pdf

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.

Panel Data Econometrics

Mike Tsionas
Panel Data Econometrics Book PDF

Author : Mike Tsionas
Publisher : Academic Press
Page : 432 pages
File Size : 40,9 Mb
Release : 2019-06-19
Category : Business & Economics
ISBN : 9780128144312

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Panel Data Econometrics by Mike Tsionas Pdf

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Panel Data Econometrics

Manuel Arellano
Panel Data Econometrics Book PDF

Author : Manuel Arellano
Publisher : Oxford University Press
Page : 244 pages
File Size : 55,5 Mb
Release : 2003
Category : Business & Economics
ISBN : 9780199245284

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Panel Data Econometrics by Manuel Arellano Pdf

Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.

Student's Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, second edition

Jeffrey M. Wooldridge
Student s Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data second edition Book PDF

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 391 pages
File Size : 54,9 Mb
Release : 2011-06-24
Category : Business & Economics
ISBN : 9780262731836

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Student's Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, second edition by Jeffrey M. Wooldridge Pdf

This is the essential companion to the second edition of Jeffrey Wooldridge's widely used graduate econometrics text. The text provides an intuitive but rigorous treatment of two state-of-the-art methods used in contemporary microeconomic research. The numerous end-of-chapter exercises are an important component of the book, encouraging the student to use and extend the analytic methods presented in the book. This manual contains advice for answering selected problems, new examples, and supplementary materials designed by the author, which work together to enhance the benefits of the text. Users of the textbook will find the manual a necessary adjunct to the book.

Panel Data Econometrics with R

Yves Croissant,Giovanni Millo
Panel Data Econometrics with R Book PDF

Author : Yves Croissant,Giovanni Millo
Publisher : John Wiley & Sons
Page : 328 pages
File Size : 51,9 Mb
Release : 2018-08-10
Category : Mathematics
ISBN : 9781118949184

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Panel Data Econometrics with R by Yves Croissant,Giovanni Millo Pdf

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Panel Data Econometrics

Badi H. Baltagi
Panel Data Econometrics Book PDF

Author : Badi H. Baltagi
Publisher : Emerald Group Publishing
Page : 399 pages
File Size : 54,9 Mb
Release : 2006-04-01
Category : Business & Economics
ISBN : 9780444521729

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Panel Data Econometrics by Badi H. Baltagi Pdf

This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.