Analysis of Panel Data
Business & Finance, Economics, Econometrics, Nonfiction, Computers, General Computing
| Author: | Cheng Hsiao | ISBN: | 9781139985703 |
| Publisher: | Cambridge University Press | Publication: | November 24, 2014 |
| Imprint: | Cambridge University Press | Language: | English |
| Author: | Cheng Hsiao |
| ISBN: | 9781139985703 |
| Publisher: | Cambridge University Press |
| Publication: | November 24, 2014 |
| Imprint: | Cambridge University Press |
| Language: | English |
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.
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.
