Cheng Hsiao
Analysis of Panel Data
Gebonden Engels 2014 9781107038691Levertijd ongeveer 9 werkdagen
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Samenvatting
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.
Specificaties
ISBN13:9781107038691
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:562
Uitgever:Cambridge University Press
Serie:Econometric Society
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Inhoudsopgave
1. Introduction; 2. Homogeneity test for linear regression models (analysis of covariance); 3. Simple regression with variable intercepts; 4. Dynamic models with variable intercepts; 5. Simultaneous-equations models; 6. Variable-coefficient models; 7. Discrete data; 8. Truncated and censored data; 9. Cross-sectional dependent panel data; 10. Dynamic system; 11. Incomplete panel data; 12. Miscellaneous topics; 13. A summary view.
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