Panel Data Econometrics PDF/Epub Books Download

Author : Badi Baltagi
Release Date : 30 June 2008
Publisher : John Wiley & Sons
Genre : Business & Economics
Pages : 366
ISBN 13 : 9780470518861

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Book 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 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 Panel Data

Author : Badi Baltagi
Publisher : John Wiley & Sons
Genre : Business & Economics
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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 Econometrics

Author : Mike Tsionas
Publisher : Academic Press
Genre : Business & Economics
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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 ...

Econometrics of Panel Data

Author : Erik Biørn
Publisher : Oxford University Press
Genre : Econometrics
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Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, months, etc.). Panel data allow examination of problems that cannot be handled by ...

Panel Data Econometrics with R

Author : Yves Croissant,Giovanni Millo
Publisher : John Wiley & Sons
Genre : Mathematics
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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 ...

Econometric Analysis of Cross Section and Panel Data second edition

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
Genre : Business & Economics
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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 ...

Panel Data Econometrics

Author : Manuel Arellano
Publisher : OUP Oxford
Genre : Business & Economics
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This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling. The book combines methods and ...

Panel Data Econometrics

Author : Mike Tsionas
Publisher : Academic Press
Genre : Business & Economics
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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 ...

Time Series and Panel Data Econometrics

Author : M. Hashem Pesaran
Publisher : Oxford University Press, USA
Genre : Econometrics
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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 ...

Panel Data Econometrics

Author : Donggyu Sul
Publisher : Routledge
Genre : Business & Economics
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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 ...

Large dimensional Panel Data Econometrics Testing Estimation And Structural Changes

Author : Chihwa Kao,Feng Qu
Publisher : World Scientific
Genre : Business & Economics
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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 ...

Panel Data Econometrics

Author : Badi H. Baltagi
Publisher : Emerald Group Publishing
Genre : Business & Economics
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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....

Panel Methods for Finance

Author : Marno Verbeek
Publisher : Walter de Gruyter GmbH & Co KG
Genre : Business & Economics
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Financial data are typically characterised by a time-series dimension and a cross-sectional dimension. For example, we may observe financial information on a group of firms over a number of years, or we may observe returns of all stocks traded at NYSE over a period of 120 months. Accordingly, econometric modelling in ...

Econometrics in Theory and Practice

Author : Panchanan Das
Publisher : Springer Nature
Genre : Business & Economics
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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 ...

The Econometrics of Panel Data

Author : Lászlo Mátyás,Patrick Sevestre
Publisher : Springer Science & Business Media
Genre : Business & Economics
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This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new ...

Econometric Analysis of Panel Data

Author : Badi H. Baltagi
Publisher : John Wiley & Sons
Genre : Business & Economics
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Econometric Analysis of Panel Data has become established as one of the leading textbooks for students of panel data....