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You are currently using the site but have requested a page in the site. Would you like to change to the site? Product not available for purchase. Request permission to reuse content from this site. 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.
Since its first publication in , it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data. In this new edition, Professor Baltagi has incorporated extensive new material, reflecting recent advances in the panel data literature in areas such as dynamic including non-stationary and limited dependent variable panel data models.
It is an invaluable read for anyone interested in 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.
Baltagi has a gift explaining difficult concepts and ideas in a simple language, accessible to researchers and students alike. Undetected location. NO YES. Econometric Analysis of Panel Data, 4th Edition. Selected type: E-Book. This is a dummy description. 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 via an accompanying Web site as well as the programs to implement the estimation and testing procedures described in the book. The text has been fully updated with new material on dynamic panel data models, recent results on non-linear panel models, and, in particular, work on limited dependent variables panel data models.
About the Author Badi H. Permissions Request permission to reuse content from this site. Table of contents Preface xi 1 Introduction 1 1. Long-run Estimates in Pooled Models New To This Edition Includes most recent empirical examples from panel data literature. Chapter 12 on nonstationary panels will be totally rewritten, including an empirical illustration on the purchasing power parity literature and illustrated with EViews.
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 third edition will also update the panel data literature using newly published papers on dynamic panel data models see chapter 8 and recent results on non-linear panel models and in particular work on limited dependent variables panel data models see chapter The material on heteroskedasticity in panels see chapter 5 is completely revised and updated with recent estimation and testing results.
Other sections that will be updated include unbalanced panels chapter 9 , pseudo panels, heterogeneous panels and spatial panels Emphasis will be placed on the applications and the motivation for these methods and the reader will be referred to the corresponding article for technical details.
A web site will be developed containing supplementary materials for lecturers. Features Revision of established textbook by one of the leading international researchers and writers on panel data "This is a definitive book written by one of the architects of modern, panel data econometrics.
Instructor Companion Site. Student Companion Site.
ISBN 13: 9780470747872