Econometrics of Panel Data

A Handbook of the Theory with Applications

AvLászló Mátyás,Patrick Sevestre

Häftad, Engelska, 2011

Del i serien Advanced Studies in Theoretical and Applied Econometrics

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Beskrivning

Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Produktinformation

Utgivningsdatum:2011-09-20
Mått:160 x 240 x 54 mm
Vikt:1 404 g
Format:Häftad
Språk:Engelska
Serie:Advanced Studies in Theoretical and Applied Econometrics
Antal sidor:948
Upplaga:2
Förlag:Springer
ISBN:9789401065481

Utforska kategorier

Mikroekonomi inom Ekonomi och Ledarskap

Innehållsförteckning

1. Formulation and Estimation of Econometric Models for Panel Data.- 1.1. History and Dynamics: How Should We View the Disturbances?.- 1.2. Methodological Developments.- 1.3. Applications of Panel Data Econometrics.- 1.4. Conclusions.- References.- I. Linear Models.- 2. Introduction to Linear Models for Panel Data.- 3. Fixed Effect Models and Fixed Coefficient Models.- 4. Error Components Models.- 5. Random Coefficients Models.- 6. Linear Models With Random Regressors.- 7. Dynamic Linear Models.- 8. Dynamic Linear Models for Heterogenous Panels.- 9. Simultaneous Equations.- 10. Panel Data with Measurement Errors.- 11. Pseudo Panel Data.- 12. Specification Issues.- 13. The Pooling Problem.- 14. The Chamberlain Approach.- II. Nonlinear Models.- 15. Introduction to Nonlinear Models.- 16. Logit and Probit Models.- 17. Nonlinear Latent Variable Models.- 18. Incomplete Panels and Selection Bias.- 19. Duration Models.- 20. Point Processes.- 21. Improved Estimation Procedures.- 22. Some GMM Estimation Methods and Specification Tests for Nonlinear Models.- 23. Simulation Techniques.- 24. Inference in Panel Data Models via Gibbs Sampling.- III. Selected Applications.- to the Applications.- 25. Dynamic Labour Demand Models.- 26. Econometric Models of Company Investment.- 27. Consumption Dynamics and Panel Data: A Survey.- 28. Estimation of Labour Supply Functions Using Panel Data: A Survey.- 29. Individual Labour Market Transitions.- 30. Modelling Companies’ Dividend Policy Using Account Panel Data.- 31. Panel Data, Multinational Enterprises and Direct Investment.- 32. Production Frontiers and Efficiency Measurement.- 33. Software Review.