Donggyu Sul

Panel Data Econometrics (eBook, PDF)

Common Factor Analysis for Empirical Researchers

• Format: PDF

Produktbeschreibung

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 researchers have not kept up-to-date. This book attempts to fill this gap, teaching researchers how to use the latest panel estimation methods correctly.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 164
• Erscheinungstermin: 7. Februar 2019
• Englisch
• ISBN-13: 9780429752988
• Artikelnr.: 55262822

Autorenporträt

Donggyu Sul is currently the John Kain Professor of Economics at the University of Texas at Dallas, USA. He specializes in panel data econometrics, international finance, and empirical economic growth, and his articles have been published in numerous major research journals.

Inhaltsangabe

Preface. 1 Basic Structure of Panel Data. 2 Statistical Models for Cross
Sectional Dependence. 3 Factor Number Identification. 4 Decomposition of
Panel: Estimation of Common and Idiosyncratic. 5 Identification of Common
Factors. 6 Static and Dynamic Relationships. 7 Convergence. 8 Appendix:
Basic Panel Regressions.
References. Index