The econometrics of panel data: fundamentals and recent developments in theory and practice

This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, 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. This third,enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household’s behaviors and/or more macroeconomic phenomena such aseconomic growth. It contains sixteen entirely new chapters while the others have been largely revised to account for recent developments in the field. The double emphasis of the third edition together with the fact that all the chapters have been written by well-known specialists in the field, makes this handbook a standard reference for all those concerned with the use of panel data ineconometrics INDICE: From the contents Fundamentals: Introduction.- Fixed Effect Modelsand Fixed Coefficient Models.- Error Components Models.- Endogenous Regressors and Correlated Effects.- The Chamberlain Approach to Panel Data.- Random Coefficient Models.- Parametric Binary Choice Models.- Advanced Topics: Dynamic Models for Short Panels.- Unit Roots and Cointegration in Panels.- Measurement Errors and Simultaneity.- Pseudo-panels and Repeated Cross-sections.- Attrition, Selection Bias and Censored Regressions.- Simulation Techniques for Panels.- Simulation Techniques for Panels: Efficient Importance Sampling.- Semi-parametric and Non-parametric Methods in Panel Data Models.- Panel Data Modeling and Inference: A Bayesian Primer.- To Pool or not to Pool.- Duration Models and Point Processes.- GMM for Panel Data Count Models.- Spatial Panel Econometrics.- Applications: Foreign Direct Investment: Lessons from Panel Data.

• ISBN: 978-3-540-75889-1
• Editorial: Springer
• Encuadernacion: Cartoné
• Páginas: 1000
• Fecha Publicación: 01/02/2008
• Nº Volúmenes: 1
• Idioma: Inglés