Analysis of panel data
著者
書誌事項
Analysis of panel data
（Econometric Society monographs, 54）
Cambridge University Press, 2014
3rd ed
- : pbk
- : hardback
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注記
Previous ed.: 2003
Includes bibliographical references (p. 475-505) and indexes
内容説明・目次
内容説明
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.
目次
- 1. Introduction
- 2. Homogeneity test for linear regression models (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. Truncated and censored data
- 9. Cross-sectional dependent panel data
- 10. Dynamic system
- 11. Incomplete panel data
- 12. Miscellaneous topics
- 13. A summary view.
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