Skip to main content
SpringerLink
Log in

The Econometrics of Panel Data

Handbook of Theory and Applications

  • Book
  • © 1992

Overview

Editors:
  1. László Mátyás

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

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Patrick Sevestre

    1. Université de Paris-Val-de-Marne and INSEE, 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 28)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (23 chapters)

  1. Front Matter

    Pages i-2
    Download chapter PDF

  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 3-18

  3. Linear Models

    1. Introduction to Linear Models for Panel Data

      • Pietro Balestra
      Pages 21-29

    2. Fixed Effect Models and Fixed Coefficient Models

      • Pietro Balestra
      Pages 30-45

    3. Error Components Models

      • Laszlo Matyas
      Pages 46-71

    4. Random Coefficients Models

      • Cheng Hsiao
      Pages 72-94

    5. Linear Dynamic Models

      • Patrick Sevestre, Alain Trognon
      Pages 95-117

    6. Simultaneous Equations

      • Jayalakshmi Krishnakumar
      Pages 118-151

    7. Panel Data with Measurement Errors

      • Erik Biørn
      Pages 152-195

    8. Specification Issues

      • Badi H. Baltagi
      Pages 196-209

  4. Nonlinear Models

    1. Introduction to Nonlinear Models

      • Christian Gourieroux
      Pages 213-222

    2. Logit and Probit Models

      • Cheng Hsiao
      Pages 223-241

    3. Nonlinear Latent Variable Models

      • Cheng Hsiao
      Pages 242-261

    4. Incomplete Panels and Selection Bias

      • Marno Verbeek, Theo Nijman
      Pages 262-302

    5. Pseudo Panel Data

      • Marno Verbeek
      Pages 303-315

    6. Point Processes

      • Jean-Pierre Florens, Denis Fougère
      Pages 316-351

  5. Selected Applications

    1. Introduction to the Applications

      • Zvi Griliches
      Pages 355-359

    2. Dynamic Labour Demand Models

      • Georges Bresson, Francis Kramarz, Patrick Sevestre
      Pages 360-387

    3. Econometric Models of Company Investment

      • Richard Blundell, Stephen Bond, Costas Meghir
      Pages 388-413

    4. Consumption Dynamics and Panel Data: A Survey

      • Jean-Marc Robin
      Pages 414-435
Back to top

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 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.

Editors and Affiliations

  • Monash University, Melbourne, Australia

    László Mátyás

  • Budapest University of Economics, Hungary

    László Mátyás

  • Université de Paris-Val-de-Marne and INSEE, France

    Patrick Sevestre

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation