Analysis of panel data

Author(s)

Bibliographic Information

Analysis of panel data

Cheng Hsiao

(Econometric Society monographs, 64)

Cambridge University Press, 2022

4th ed

  • : hardback

Available at  / 11 libraries

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Note

Includes bibliographical references (p. 469-497) and indexes

Description and Table of Contents

Description

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.

Table of Contents

  • Preface
  • 1. Introduction
  • 2. Static models with additive effects
  • 3. Dynamic models with additive effects
  • 4. Static simultaneous models with additive effects
  • 5. Dynamic system
  • 6. Qualitative choice models
  • 7. Limited dependent and sample section models
  • 8. Some nonlinear models
  • 9. Miscellaneous topics
  • 10. Interactive effects models
  • 11. Spatial models and cross-sectional dependent data
  • 12. Program evaluation
  • 13. Varying coefficients models
  • 14. Big data analysis.

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