The Econometrics of Panel Data (häftad)
Format
Häftad (Paperback / softback)
Språk
Engelska
Antal sidor
568
Utgivningsdatum
2011-09-20
Upplaga
Softcover reprint of the original 1st ed. 1992
Förlag
Springer
Medarbetare
Mátyás, László (ed.), Sevestre, Patrick (ed.)
Illustrationer
568 p.
Dimensioner
234 x 156 x 29 mm
Vikt
794 g
Antal komponenter
1
Komponenter
1 Paperback / softback
ISBN
9789401066556
The Econometrics of Panel Data (häftad)

The Econometrics of Panel Data

Handbook of Theory and Applications

Häftad Engelska, 2011-09-20
1539
Skickas inom 10-15 vardagar.
Fri frakt inom Sverige för privatpersoner.
Kan tyvärr inte längre levereras innan jul.
Finns även som
Visa alla 1 format & utgåvor
The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.
Visa hela texten

Passar bra ihop

  1. The Econometrics of Panel Data
  2. +
  3. The Econometrics of Multi-dimensional Panels

De som köpt den här boken har ofta också köpt The Econometrics of Multi-dimensional Panels av Laszlo Matyas (inbunden).

Köp båda 2 för 3008 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

Innehållsförteckning

Preface. 1. Formulation and Estimation of Econometric Models for Panel Data; M. Nerlove, P. Balestra. Part I: Linear Models. 2. Introduction to Linear Models for Panel Data; P. Balestra. 3. Fixed Effect Models and Fixed Coefficient Models; P. Balestra. 4. Error Components Models; L. Matyas. 5. Random Coefficients Models; Cheng Hsiao. 6. Linear Dynamic Models; P. Sevestre, A. Trognon. 7. Simultaneous Equations; J. Krishnakumar. 8. Panel Data with Measurement Error; E. Biorn. 9. Specification Issues; B.H. Baltagi. Appendix: Matrix Algebra for Linear Models. Part II: Nonlinear Models. 10. Introduction to Nonlinear Models; C. Gourieroux. 11. Logit and Probit Models; Cheng Hsiao. 13. Incomplete Panels and Selection Bias; M. Verbeek, T. Nijman. 14. Pseudo Panel Data; M. Verbeek. 15. Point Processes; J.-P. Florens, D. Fougere. Part III: Selected Applications. Introduction to the Applications; Z. Griliches. 16. Dynamic Labour Demand Models; G. Bresson, F. Kramarz, P. Sevestre. 17. Econometric Models of Company Investment; R. Blundell, S. Bond, C. Meghir. 18. Consumption Dynamics and Panel Data: a Survey; J.-M. Robin. 19. Estimation of Labour Supply Functions Using Panel Data: a Survey; F. Laisney, W. Pohlmeier, M. Staat. 20. Individual Labour Market Transitions; D. Fougere, T. Kamionka. 21. Modelling Companies' Divident Policy Using Account Panel Data;J.-F. Malecot. 22. Software Review; P. Blanchard. Index.