Analysis of panel data

書誌事項

Analysis of panel data

Cheng Hsiao

(Econometric Society monographs, no. 11)

Cambridge University Press, 1989

  • : pbk

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注記

"1st paperback edition"--T.p verso

Bibliography: p. 231-241

Includes index

内容説明・目次

内容説明

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time. In analyzing panel, data, difficulties can arise due to unobserved individuals and/or time characteristics. The focus of this book is twofold: correcting for these difficulties, and providing methods for improvement of the efficiency of the estimates. Analysis of Panel Data draws together work on panel data from a number of different perspectives, including the econometric literature on specification analysis, the time series literature on dynamic models, and discrete choice literature. Empirical examples are provided to illustrate the theoretical discussion as well as to indicate areas of research where panel data might be useful.

目次

  • Preface
  • 1. Introduction
  • 2. 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. Incomplete panel data
  • 9. A summary view
  • Notes
  • References.

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