Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
Author(s)
Bibliographic Information
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
（Contributions to economic analysis, 244）
Elsevier, 2000
Available at / 55 libraries
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Library, Institute of Developing Economies, Japan External Trade Organization図
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Note
Includes bibliographical references and index
Description and Table of Contents
Description
The main focus of this book is on various theoretical and practical issues in the field of panel data econometrics. This is an important and active field of research with significant relevance for empirical studies in a variety of subjects including economics, finance, social sciences, health etc. This book presents contributions by several leading experts who provide their views on a wide range of topics, both theoretical and applied, that can serve as a basis for future research on the methodology and applications of panel data modelling. Areas of application of panel data modelling have only been increasing over the past years and there is no doubt that the range is going to expand further. The applied papers of this book have been regrouped as one major part and further subdivided into different fields, thus showing their variety and opening up the horizon for researchers in these and other fields. The reader will notice that they all have a substantial methodological content which is indispensable for their analysis of the economic, social or other phenomena under consideration.
This first part includes such diversified areas of study as macroeconomics, social economics, insurance/finance and energy economics. As a second part, there are papers that deal more with theoretical issues such as specification problems, unit root tests and aggregation of individual series, heteroscedasticity tests for panel data models and non-parametric techniques. The final part contains papers that are directly related to and elaborate on Balestra's work.
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