Cheng Hsiao

Analysis of Panel Data

• Gebundenes Buch

Produktbeschreibung

"Now in its fourth edition, this comprehensive introduction to fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the 40-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two- or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners, and graduate students interested in the analysis of microeconomic behavior"--

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 538
• Erscheinungstermin: 7. Juli 2022
• Englisch
• Abmessung: 250mm x 175mm x 33mm
• Gewicht: 1099g
• ISBN-13: 9781316512104
• ISBN-10: 131651210X
• Artikelnr.: 62951534

Autorenporträt

Cheng Hsiao is Professor of Economics at the University of Southern California.

Inhaltsangabe

Preface
1. Introduction
2. Static models with additive effects
3. Dynamic models with additive effects
4. Static simultaneous models with additive effects
5. Dynamic system
6. Qualitative choice models
7. Limited dependent and sample section models
8. Some nonlinear models
9. Miscellaneous topics
10. Interactive effects models
11. Spatial models and cross-sectional dependent data
12. Program evaluation
13. Varying coefficients models
14. Big data analysis.

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1. Introduction; 2. Homogeneity test for linear regression models (analysis of covariance); 3. Simple regression with variable intercepts; 4. Dynamic models with variable intercepts; 5. Simultaneous-equations models; 6. Variable-coefficient models; 7. Discrete data; 8. Truncated and censored data; 9. Cross-sectional dependent panel data; 10. Dynamic system; 11. Incomplete panel data; 12. Miscellaneous topics; 13. A summary view.

Rezensionen

Review of previous edition: 'Researchers will find that the insights that they gain from working through the book's tougher sections are well worth the effort. The book remains an indispensable and comprehensive reference for panel estimation methods.' David C. Ribar, International Journal of Forecasting