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The Econometrics of Panel Data

A Handbook of the Theory with Applications

  • Book
  • © 1996

Overview

Editors:
  1. László Mátyás

    1. Monash University, Melbourne and Budapest University of Economics, Australia

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    You can also search for this editor in PubMed   Google Scholar

  2. Patrick Sevestre

    1. ERUDITE, Université de Paris-Val-de-Marne, France

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics (ASTA, volume 33)

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Table of contents (34 chapters)

  1. Front Matter

    Pages i-2
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  2. Formulation and Estimation of Econometric Models for Panel Data

    1. Formulation and Estimation of Econometric Models for Panel Data

      • Marc Nerlove, Pietro Balestra
      Pages 3-22

  3. Linear Models

    1. Front Matter

      Pages 23-23
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    2. Introduction to Linear Models for Panel Data

      • Pietro Balestra
      Pages 25-33

    3. Fixed Effect Models and Fixed Coefficient Models

      • Pietro Balestra
      Pages 34-49

    4. Error Components Models

      • László Mátyás
      Pages 50-76

    5. Random Coefficients Models

      • Hsiao Cheng
      Pages 77-99

    6. Linear Models with Random Regressors

      • Patrick Sevestre, Alain Trognon
      Pages 100-119

    7. Dynamic Linear Models

      • Patrick Sevestre, Alain Trognon
      Pages 120-144

    8. Dynamic Linear Models for Heterogenous Panels

      • Hashem Pesaran, Ron Smith, Kyung So Im
      Pages 145-195

    9. Simultaneous Equations

      • Jayalakshmi Krishnakumar
      Pages 196-235

    10. Panel Data with Measurement Errors

      • Erik Biørn
      Pages 236-279

    11. Pseudo Panel Data

      • Marno Verbeek
      Pages 280-292

    12. Specification Issues

      • Badi H. Baltagi
      Pages 293-306

    13. The Pooling Problem

      • G. S. Maddala, Wanhong Hu
      Pages 307-322

    14. The Chamberlain Approach

      • Bruno Crépon, Jacques Mairesse
      Pages 323-395

  4. Nonlinear Models

    1. Front Matter

      Pages 397-397
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    2. Introduction to Nonlinear Models

      • Christian Gourieroux
      Pages 399-409

    3. Logit and Probit Models

      • Cheng Hsiao
      Pages 410-428

    4. Nonlinear Latent Variable Models

      • Cheng Hsiao
      Pages 429-448
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Keywords

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.

Editors and Affiliations

  • Monash University, Melbourne and Budapest University of Economics, Australia

    László Mátyás

  • ERUDITE, Université de Paris-Val-de-Marne, France

    Patrick Sevestre

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

  • DOI: https://doi.org/10.1007/978-94-009-0137-7

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: Kluwer Academic Publishers 1996

  • Softcover ISBN: 978-94-010-6548-1Published: 20 September 2011

  • eBook ISBN: 978-94-009-0137-7Published: 01 December 2013

  • Series ISSN: 1570-5811

  • Series E-ISSN: 2214-7977

  • Edition Number: 2

  • Number of Pages: 948

  • Topics: Econometrics

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