Panel Data Econometrics: Applications is an accessible introduction to econometric modelling using longitudinal datasets for applied researchers, written by leading experts from diverse application environments. The work emphasizes applications fully across econometrics as well as many fields making use of econometric findings - such as banking, financial markets, tourism and transportation, auctions, and experimental economics, where researchers may not have familiarity with techniques. Throughout, contributors seek to emphasize how various techniques can be implemented in these settings. Extensive case studies, empirical exercises and supplementary code in R accompany each chapter, helping researchers easily replicate analyses for their fields. The authors also address panel data analysis in the context of productivity and efficiency analysis where some of the most interesting applications and advancements have been made in recent years. Provides a vast array of empirical applications useful to practitioners from different application environmentsAccompanied by extensive case studies and empirical exercisesEmpirical chapters are accompanied by supplementary code in R, helping researchers replicate findingsAccessible for diverse audiences, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts INDICE: 1. General Introduction 2. A synopsis of econometrics 3. Introduction to modern econometric models of panel data 4. Panel data in efficiency and productivity analysis 5. Nonlinear and related panel data models 6. Nomparametric panel data models 7. The Nonparametric DEA paradigm with panel data 8. Endogeneity in stochastic frontier and other panel data models 9. Bayesian analysis in panel data models 10. Dynamic panel data 11. Multivariate Discrete Choice Panel Data Models 12. Implementing econometric estimators in panel data 13. LIMDEP as an estimation environment for panel data 14. Multivariate time series models and their relation to panel data 15. The status of panel cointegration techniques and open challenges 16. Bayesian estimation of short dynamic panels under model uncertainty 17. Alternative approaches to the econometrics of panel data
- ISBN: 978-0-12-815859-3
- Editorial: Academic Press
- Encuadernacion: Rústica
- Páginas: 400
- Fecha Publicación: 01/06/2019
- Nº Volúmenes: 1
- Idioma: Inglés