Advanced Studies in Theoretical and Applied Econometrics

The Econometrics of Panel Data

Handbook of Theory and Applications

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

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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 Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section 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 probit models, latent variable models, incomplete panels and selectivity bias, and point processes.

Table of contents (23 chapters)

  • Formulation and Estimation of Econometric Models for Panel Data

    Nerlove, Marc (et al.)

    Pages 3-18

  • Introduction to Linear Models for Panel Data

    Balestra, Pietro

    Pages 21-29

  • Fixed Effect Models and Fixed Coefficient Models

    Balestra, Pietro

    Pages 30-45

  • Error Components Models

    Matyas, Laszlo

    Pages 46-71

  • Random Coefficients Models

    Hsiao, Cheng

    Pages 72-94

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-94-009-0375-3
  • 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
  • ISBN 978-94-010-6655-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
The Econometrics of Panel Data
Book Subtitle
Handbook of Theory and Applications
Editors
  • László Mátyás
  • Patrick Sevestre
Series Title
Advanced Studies in Theoretical and Applied Econometrics
Series Volume
28
Copyright
1992
Publisher
Springer Netherlands
Copyright Holder
Kluwer Academic Publishers
eBook ISBN
978-94-009-0375-3
DOI
10.1007/978-94-009-0375-3
Softcover ISBN
978-94-010-6655-6
Series ISSN
1570-5811
Edition Number
1
Number of Pages
568
Topics