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Author : Marc Nerlove
Publisher : Cambridge University Press
Page : 388 pages
File Size : 52,7 Mb
Release : 2005-11-10
Category : Business & Economics
ISBN : 0521022460
This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Author : Stephanie Kremer
Publisher : Unknown
Page : 226 pages
File Size : 40,5 Mb
Release : 2011
Category : Electronic
ISBN : OCLC:778448173
Author : Alexander Chudik,Cheng Hsiao,Allan Timmermann
Publisher : Emerald Group Publishing
Page : 376 pages
File Size : 50,6 Mb
Release : 2022-01-18
Category : Business & Economics
ISBN : 9781802620658
The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Author : Badi H. Baltagi,Whitney Newey,Hal White,R. Carter Hill
Publisher : Emerald Group Publishing
Page : 576 pages
File Size : 48,9 Mb
Release : 2012-12-17
Category : Business & Economics
ISBN : 9781781903070
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Author : Mike Tsionas
Publisher : Academic Press
Page : 1011 pages
File Size : 47,7 Mb
Release : 2019-06-20
Category : Business & Economics
ISBN : 9780128158609
Panel Data Econometrics: Empirical Applications 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
Author : Badi Baltagi
Publisher : John Wiley & Sons
Page : 239 pages
File Size : 42,9 Mb
Release : 2008-06-30
Category : Business & Economics
ISBN : 9780470518861
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.
Author : Martin Burda
Publisher : Unknown
Page : 0 pages
File Size : 48,7 Mb
Release : 2007
Category : Electronic
ISBN : OCLC:1404777697
Author : Yves Croissant,Giovanni Millo
Publisher : John Wiley & Sons
Page : 321 pages
File Size : 44,5 Mb
Release : 2018-11-05
Category : Mathematics
ISBN : 9781118949160
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.
Author : Kamyar Nasseh
Publisher : Unknown
Page : 230 pages
File Size : 48,7 Mb
Release : 2007
Category : Average
ISBN : MSU:31293029560129
Author : Badi H. Baltagi
Publisher : Emerald Group Publishing
Page : 399 pages
File Size : 55,9 Mb
Release : 2006-04-01
Category : Business & Economics
ISBN : 9780444521729
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.
Author : László Mátyás,Patrick Sevestre
Publisher : Springer Science & Business Media
Page : 564 pages
File Size : 54,8 Mb
Release : 2013-12-01
Category : Business & Economics
ISBN : 9789400903753
The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.
Author : Thomas B. Fomby,Yoosoon Chang,Joon Y. Park
Publisher : Emerald Group Publishing
Page : 500 pages
File Size : 45,6 Mb
Release : 2014-11-21
Category : Political Science
ISBN : 9781784411824
This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
Author : M. Hashem Pesaran
Publisher : Oxford University Press, USA
Page : 1095 pages
File Size : 41,8 Mb
Release : 2015
Category : Business & Economics
ISBN : 9780198759980
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Author : Feng Qu,Chihwa Kao
Publisher : World Scientific
Page : 167 pages
File Size : 40,9 Mb
Release : 2020-08-24
Category : Business & Economics
ISBN : 9789811220791
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.
Author : Jakob Everding
Publisher : Unknown
Page : 128 pages
File Size : 54,7 Mb
Release : 2020
Category : Electronic
ISBN : OCLC:1226182978