Panel Data

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Econometric Analysis of Panel Data

Author : Badi Baltagi
Publisher : John Wiley & Sons
Page : 239 pages
File Size : 43,7 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

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 1095 pages
File Size : 43,9 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.

Panel Data Econometrics

Author : Mike Tsionas
Publisher : Academic Press
Page : 432 pages
File Size : 48,7 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

A Practical Guide to Using Panel Data

Author : Simonetta Longhi,Alita Nandi
Publisher : SAGE
Page : 345 pages
File Size : 50,5 Mb
Release : 2014-12-01
Category : Social Science
ISBN : 9781473911345

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A Practical Guide to Using Panel Data by Simonetta Longhi,Alita Nandi Pdf

This timely, thoughtful book provides a clear introduction to using panel data in research. It describes the different types of panel datasets commonly used for empirical analysis, and how to use them for cross sectional, panel, and event history analysis. Longhi and Nandi then guide the reader through the data management and estimation process, including the interpretation of the results and the preparation of the final output tables. Using existing data sets and structured as hands-on exercises, each chapter engages with practical issues associated with using data in research. These include: Data cleaning Data preparation Computation of descriptive statistics Using sample weights Choosing and implementing the right estimator Interpreting results Preparing final output tables Graphical representation Written by experienced authors this exciting textbook provides the practical tools needed to use panel data in research.

Applied Panel Data Analysis for Economic and Social Surveys

Author : Hans-Jürgen Andreß,Katrin Golsch,Alexander W. Schmidt
Publisher : Springer Science & Business Media
Page : 338 pages
File Size : 44,9 Mb
Release : 2013-01-24
Category : Social Science
ISBN : 9783642329142

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Applied Panel Data Analysis for Economic and Social Surveys by Hans-Jürgen Andreß,Katrin Golsch,Alexander W. Schmidt Pdf

Many economic and social surveys are designed as panel studies, which provide important data for describing social changes and testing causal relations between social phenomena. This textbook shows how to manage, describe, and model these kinds of data. It presents models for continuous and categorical dependent variables, focusing either on the level of these variables at different points in time or on their change over time. It covers fixed and random effects models, models for change scores and event history models. All statistical methods are explained in an application-centered style using research examples from scholarly journals, which can be replicated by the reader through data provided on the accompanying website. As all models are compared to each other, it provides valuable assistance with choosing the right model in applied research. The textbook is directed at master and doctoral students as well as applied researchers in the social sciences, psychology, business administration and economics. Readers should be familiar with linear regression and have a good understanding of ordinary least squares estimation. ​

Causal Analysis with Panel Data

Author : Steven E. Finkel
Publisher : SAGE
Page : 108 pages
File Size : 44,6 Mb
Release : 1995-01-17
Category : Medical
ISBN : 0803938969

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Causal Analysis with Panel Data by Steven E. Finkel Pdf

Panel data, which consist of information gathered from the same individuals or units at several different points in time, are commonly used in the social sciences to test theories of individual and social change. This book provides an overview of models that are appropriate for the analysis of panel data, focusing specifically on the area where panels offer major advantages over cross-sectional research designs: the analysis of causal interrelationships among variables. Without "painting" panel data as a cure all for the problems of causal inference in nonexperimental research, the author shows how panel data offer multiple ways of strengthening the causal inference process. In addition, he shows how to estimate models that contain a variety of lag specifications, reciprocal effects, and imperfectly measured variables. Appropriate for readers who are familiar with multiple regression analysis and causal modeling, this book will offer readers the highlights of developments in this technique from diverse disciplines to analytic traditions.

Panel Data Econometrics with R

Author : Yves Croissant,Giovanni Millo
Publisher : John Wiley & Sons
Page : 328 pages
File Size : 47,5 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.

Longitudinal and Panel Data

Author : Edward W. Frees
Publisher : Cambridge University Press
Page : 492 pages
File Size : 40,8 Mb
Release : 2004-08-16
Category : Business & Economics
ISBN : 0521535387

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Longitudinal and Panel Data by Edward W. Frees Pdf

An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.

The Oxford Handbook of Panel Data

Author : Badi Hani Baltagi
Publisher : Oxford Handbooks
Page : 705 pages
File Size : 42,7 Mb
Release : 2015
Category : Business & Economics
ISBN : 9780199940042

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The Oxford Handbook of Panel Data by Badi Hani Baltagi Pdf

Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.

Econometric Analysis of Panel Data

Author : Badi H. Baltagi
Publisher : Wiley
Page : 314 pages
File Size : 49,6 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.

Panel Data Econometrics

Author : Donggyu Sul
Publisher : Routledge
Page : 143 pages
File Size : 50,9 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.

Econometric Analysis of Cross Section and Panel Data

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Page : 784 pages
File Size : 49,8 Mb
Release : 2002
Category : Business & Economics
ISBN : 0262232197

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

A comprehensive state-of-the-art text on microeconometric methods.

Econometrics of Panel Data

Author : Erik Biørn
Publisher : Oxford University Press
Page : 417 pages
File Size : 52,7 Mb
Release : 2016-10-27
Category : Business & Economics
ISBN : 9780198753445

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Econometrics of Panel Data by Erik Biørn Pdf

A graduate text on panel data that takes the reader gradually from simple models and methods in scalar (simple vector) notation to more complex models in matrix notation.

Econometric Analysis of Panel Data

Author : Badi H. Baltagi
Publisher : Springer Nature
Page : 436 pages
File Size : 52,6 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.

Panel Data Econometrics

Author : Badi H. Baltagi
Publisher : Emerald Group Publishing
Page : 399 pages
File Size : 55,7 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.