Advanced Studies in Theoretical and Applied Econometrics

The Econometrics of Panel Data

A Handbook of the Theory with Applications

Editors: Mátyás, László, Sevestre, Patrick (Eds.)

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-94-009-0137-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
valid through November 5, 2017
  • ISBN 978-94-010-6548-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi­ culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Table of contents (34 chapters)

  • Formulation and Estimation of Econometric Models for Panel Data

    Nerlove, Marc (et al.)

    Pages 3-22

  • Introduction to Linear Models for Panel Data

    Balestra, Pietro

    Pages 25-33

  • Fixed Effect Models and Fixed Coefficient Models

    Balestra, Pietro

    Pages 34-49

  • Error Components Models

    Mátyás, László

    Pages 50-76

  • Random Coefficients Models

    Cheng, Hsiao

    Pages 77-99

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-94-009-0137-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
valid through November 5, 2017
  • ISBN 978-94-010-6548-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
The Econometrics of Panel Data
Book Subtitle
A Handbook of the Theory with Applications
Editors
  • László Mátyás
  • Patrick Sevestre
Series Title
Advanced Studies in Theoretical and Applied Econometrics
Series Volume
33
Copyright
1996
Publisher
Springer Netherlands
Copyright Holder
Kluwer Academic Publishers
eBook ISBN
978-94-009-0137-7
DOI
10.1007/978-94-009-0137-7
Softcover ISBN
978-94-010-6548-1
Series ISSN
1570-5811
Edition Number
2
Number of Pages
948
Topics