Econometric analysis of panel data
著者
書誌事項
Econometric analysis of panel data
Wiley, c1995
- : cloth
- : pbk
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注記
Bibliography: p. [235]-253
Includes index
内容説明・目次
内容説明
This text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. It includes extensive coverage of estimation, testing and prediction methods using panel data. The author uses two data sets to illustrate the techniques used and cites several empirical studies using panel data techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods.
目次
- The One-Way Error Component Regression Model
- The Two-Way Error Component Regression Model
- Test of Hypotheses with Panel Data
- Heteroscedasticity and Serial Correlation in the Error Component Model
- Seemingly Unrelated Regressions with Error Components
- Simultaneous Equations with Error Components
- Dynamic Panel Data Models
- Unbalanced Panel Data Models
- Special Topics, Including: Measurement Error and Panel Data
- Rotating Panels
- Pseudo Panels
- Limited Dependent Variables and Panel Data
- Selection Bias in Panel Data
- Further Extensions.
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