Panel Data Econometrics

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• Author : Yves Croissant,Giovanni Millo
• Publisher : John Wiley & Sons
• Release Date : 2018-08-10
• Total pages : 328
• ISBN : 9781118949184
• File Size : 53,6 Mb
• Total Download : 781
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Download Panel Data Econometrics with R in PDF, Epub, and Kindle

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

• Author : Badi Baltagi
• Publisher : John Wiley & Sons
• Release Date : 2008-06-30
• Total pages : 239
• ISBN : 9780470518861
• File Size : 46,8 Mb
• Total Download : 910
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Download Econometric Analysis of Panel Data in PDF, Epub, and Kindle

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

• Author : Mike Tsionas
• Publisher : Academic Press
• Release Date : 2019-06-19
• Total pages : 432
• ISBN : 9780128144312
• File Size : 21,5 Mb
• Total Download : 835
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Download Panel Data Econometrics in PDF, Epub, and Kindle

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

• Author : Jeffrey M. Wooldridge
• Publisher : MIT Press
• Release Date : 2010-10-01
• Total pages : 1095
• ISBN : 9780262232586
• File Size : 50,5 Mb
• Total Download : 766
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Download Econometric Analysis of Cross Section and Panel Data, second edition in PDF, Epub, and Kindle

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

• Author : Mike Tsionas
• Publisher : Academic Press
• Release Date : 2019-06-20
• Total pages : 1011
• ISBN : 9780128158609
• File Size : 27,9 Mb
• Total Download : 506
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Download Panel Data Econometrics in PDF, Epub, and Kindle

Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

• Author : Donggyu Sul
• Publisher : Routledge
• Release Date : 2019-02-07
• Total pages : 150
• ISBN : 9780429752988
• File Size : 28,7 Mb
• Total Download : 880
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Download Panel Data Econometrics in PDF, Epub, and Kindle

In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims to help applied researchers to run panel regressions correctly and avoid common mistakes. The book explains how to model cross-sectional dependence, how to estimate a few key common variables, and how to identify them. It also provides guidance on how to separate out the long-run relationship and common dynamic and idiosyncratic dynamic relationships from a set of panel data. Aimed at applied researchers who want to learn about panel data econometrics by running statistical software, this book provides clear guidance and is supported by a full range of online teaching and learning materials. It includes practice sections on MATLAB, STATA, and GAUSS throughout, along with short and simple econometric theories on basic panel regressions for those who are unfamiliar with econometric theory on traditional panel regressions.

• Author : Manuel Arellano
• Publisher : OUP Oxford
• Release Date : 2003-06-26
• Total pages : 244
• ISBN : 9780191529672
• File Size : 43,6 Mb
• Total Download : 188
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Download Panel Data Econometrics in PDF, Epub, and Kindle

This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling. The book combines methods and applications, so will appeal to both the academic and practitioner markets. The book is divided in four parts. Part I concerns static models, and deals with the problem of unobserved heterogeneity and how the availability of panel data helps to solve it, error component models, and error in variables in panel data. Part II looks at time series models with error components. Its chapters deal with the problem of distinguishing between unobserved heterogeneity and individual dynamics in short panels, modelling strategies of time effects, moving average models, inference from covariance structures, the specification and estimation of autoregressive models with heterogeneous intercepts, and the impact of assumptions about initial conditions and heteroskedacity on estimation. Part III examines dynamics and predeterminedness. Its two chapters consider alternative approaches to estimation from small and large T perspectives, looking at models with both strictly exogenous and lagged dependent variables allowing for autocorrelation of unknown form, models in which the errors are mean independent of current and lagged values of certain conditioning variables but not with their future values. Together Parts II and III provide a synthesis, and unified perspective, of a vast literature that has had a significant impact on recent econometric practice. Part IV reviews the main results in the theory of generalized method of moments estimation and optimal instrumental variables.

• Author : Erik Biørn
• Publisher : Oxford University Press
• Release Date : 2016-10-27
• Total pages : 417
• ISBN : 9780198753445
• File Size : 18,7 Mb
• Total Download : 517
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Download Econometrics of Panel Data in PDF, Epub, and Kindle

A graduate text on panel data that takes the reader gradually from simple models and methods in scalar (simple vector) notation to more complex models in matrix notation.

• Author : M. Hashem Pesaran
• Publisher : Oxford University Press, USA
• Release Date : 2015
• Total pages : 1095
• ISBN : 9780198759980
• File Size : 44,8 Mb
• Total Download : 201
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Download Time Series and Panel Data Econometrics in PDF, Epub, and Kindle

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.

• Author : Chihwa Kao,Feng Qu
• Publisher : World Scientific
• Release Date : 2020-08-24
• Total pages : 168
• ISBN : 9789811220791
• File Size : 16,7 Mb
• Total Download : 977
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Download Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes in PDF, Epub, and Kindle

This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.

• Author : Badi H. Baltagi
• Publisher : Emerald Group Publishing
• Release Date : 2006-04-01
• Total pages : 399
• ISBN : 9780444521729
• File Size : 30,7 Mb
• Total Download : 426
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Download Panel Data Econometrics in PDF, Epub, and Kindle

This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.

• Author : Badi Hani Baltagi
• Publisher : Oxford Handbooks
• Release Date : 2015
• Total pages : 705
• ISBN : 9780199940042
• File Size : 36,8 Mb
• Total Download : 450
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Download The Oxford Handbook of Panel Data in PDF, Epub, and Kindle

Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.

• Author : Lászlo Mátyás,Patrick Sevestre
• Publisher : Springer Science & Business Media
• Release Date : 2008-04-06
• Total pages : 950
• ISBN : 9783540758921
• File Size : 37,6 Mb
• Total Download : 997
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Download The Econometrics of Panel Data in PDF, Epub, and Kindle

This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.

• Author : Yves Croissant,Giovanni Millo
• Publisher : John Wiley & Sons
• Release Date : 2018-11-05
• Total pages : 321
• ISBN : 9781118949160
• File Size : 22,7 Mb
• Total Download : 702
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Download Panel Data Econometrics with R in PDF, Epub, and Kindle

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

• Author : Badi H. Baltagi
• Publisher : John Wiley & Sons
• Release Date : 2005-07-18
• Total pages : 328
• ISBN : IND:30000101586828
• File Size : 23,9 Mb
• Total Download : 416
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Download Econometric Analysis of Panel Data in PDF, Epub, and Kindle

Econometric Analysis of Panel Data has become established as one of the leading textbooks for students of panel data.

• Author : Michael Beenstock,Daniel Felsenstein
• Publisher : Springer
• Release Date : 2019-03-27
• Total pages : 280
• ISBN : 9783030036140
• File Size : 40,9 Mb
• Total Download : 211
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Download The Econometric Analysis of Non-Stationary Spatial Panel Data in PDF, Epub, and Kindle

This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.

• Author : Panchanan Das
• Publisher : Springer Nature
• Release Date : 2019-09-05
• Total pages : 565
• ISBN : 9789813290198
• File Size : 37,5 Mb
• Total Download : 311
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Download Econometrics in Theory and Practice in PDF, Epub, and Kindle

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.

• Author : Anonim
• Publisher : Springer
• Release Date : 2009-06-26
• Total pages : 10398
• ISBN : 0387758887
• File Size : 49,8 Mb
• Total Download : 939
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Download Encyclopedia of Complexity and Systems Science in PDF, Epub, and Kindle

This encyclopedia provides an authoritative single source for understanding and applying the concepts of complexity theory together with the tools and measures for analyzing complex systems in all fields of science and engineering. It links fundamental concepts of mathematics and computational sciences to applications in the physical sciences, engineering, biomedicine, economics and the social sciences.

• Author : Badi H. Baltagi
• Publisher : John Wiley & Sons
• Release Date : 2009-06-22
• Total pages : 322
• ISBN : 9780470744031
• File Size : 23,9 Mb
• Total Download : 135
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Download A Companion to Econometric Analysis of Panel Data in PDF, Epub, and Kindle

‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

• Author : Myoung-jae Lee
• Publisher : Emerald Group Pub Limited
• Release Date : 2002
• Total pages : 195
• ISBN : 0124406564
• File Size : 15,5 Mb
• Total Download : 641
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Download Panel Data Econometrics in PDF, Epub, and Kindle

Disk contains: Four data sets -- Ten GAUSS programs for empirical examples in text.

• Author : Manuel Arellano
• Publisher : Oxford University Press
• Release Date : 2003
• Total pages : 244
• ISBN : 9780199245284
• File Size : 28,6 Mb
• Total Download : 415
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Download Panel Data Econometrics in PDF, Epub, and Kindle

Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.