The Econometrics of panel data : handbook of theory and applications
著者
書誌事項
The Econometrics of panel data : handbook of theory and applications
(Advanced studies in theoretical and applied econometrics, v. 28)
Kluwer Academic, c1992
- : softcover
大学図書館所蔵 全47件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
- 巻冊次
-
ISBN 9780792320432
内容説明
This volume 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 (1959), Mundlak (1961), Hoch (1962) and Balestra and Nerlove (1966), 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. Over the last 30 years, much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific difficulties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc, have also been explored. The first objective of this book, which takes up parts 1 and 2, is to give as complete and up-to-date a presentation of the theoretical developments as possible.
Part 1 is concerned with classical linear models and their extensions; part 2 deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes. The second objective is to provide insights into the use of panel data in empirical studies. Since the beginning, interest in panel data has been empirically based, and over time has become increasingly important in applied economic studies. This is demonstrated by growing numbers of conferences and special issues of economic journals devoted to the subject. Part 2 deals with studies in several major fields of applied economics, such as labour and investment demand, labour supply, consumption, transitions on the labour market, and finance. The double emphasis of this book (theoretical and applied), together with the fact that all the chapters have been written by well-known specialists in the field, ensure that it should become a standard textbook for all those who are concerned with the use of panel data in econometrics whether they are advanced students, professional economists or researchers.
- 巻冊次
-
: softcover ISBN 9789401066556
内容説明
The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), 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. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.
目次
- Preface. 1. Formulation and Estimation of Econometric Models for Panel Data
- M. Nerlove, P. Balestra. Part I: Linear Models. 2. Introduction to Linear Models for Panel Data
- P. Balestra. 3. Fixed Effect Models and Fixed Coefficient Models
- P. Balestra. 4. Error Components Models
- L. Matyas. 5. Random Coefficients Models
- Cheng Hsiao. 6. Linear Dynamic Models
- P. Sevestre, A. Trognon. 7. Simultaneous Equations
- J. Krishnakumar. 8. Panel Data with Measurement Error
- E. Biorn. 9. Specification Issues
- B.H. Baltagi. Appendix: Matrix Algebra for Linear Models. Part II: Nonlinear Models. 10. Introduction to Nonlinear Models
- C. Gourieroux. 11. Logit and Probit Models
- Cheng Hsiao. 13. Incomplete Panels and Selection Bias
- M. Verbeek, T. Nijman. 14. Pseudo Panel Data
- M. Verbeek. 15. Point Processes
- J.-P. Florens, D. Fougere. Part III: Selected Applications. Introduction to the Applications
- Z. Griliches. 16. Dynamic Labour Demand Models
- G. Bresson, F. Kramarz, P. Sevestre. 17. Econometric Models of Company Investment
- R. Blundell, S. Bond, C. Meghir. 18. Consumption Dynamics and Panel Data: a Survey
- J.-M. Robin. 19. Estimation of Labour Supply Functions Using Panel Data: a Survey
- F. Laisney, W. Pohlmeier, M. Staat. 20. Individual Labour Market Transitions
- D. Fougere, T. Kamionka. 21. Modelling Companies' Divident Policy Using Account Panel Data
- J.-F. Malecot. 22. Software Review
- P. Blanchard. Index.
「Nielsen BookData」 より