The Econometrics of Multi-dimensional Panels
Theory and Applications
Editors: Matyas, Laszlo (Ed.)
Free Preview- Presents the econometric foundations and applications of multi-dimensional panels
- Integrates the timely and very hot topic of "big data revolution"
- First book on the topic to provide new results and to synthesize existing knowledge on the field
- Useful as a standard reference book, textbook, and as a source of background material for professionals who conduct empirical studies
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- About this book
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This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis.
The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more complex, the estimation and hypothesis testing methods more sophisticated. The interaction between economics and econometrics resulted in a huge publication output, deepening and widening immensely our knowledge and understanding in both. The traditional panel data, by nature, are two-dimensional. Lately, however, as part of the big data revolution, there has been a rapid emergence of three, four and even higher dimensional panel data sets. These have started to be used to study the flow of goods, capital, and services, but also some other economic phenomena that can be better understood in higher dimensions. Oddly, applications rushed ahead of theory in this field.
This book is aimed at filling this widening gap. The first theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets. It not only synthesizes our current knowledge, but mostly, presents new research results. The second empirical part of the book provides insight into the most relevant applications in this area. These chapters are a mixture of surveys and new results, always focusing on the econometric problems and feasible solutions.
- About the authors
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Laszlo Matyas is a well-known Hungarian-Australian economist/econometrician. He (co)authored and (co)edited several high impact publications in econometrics, mostly in the field of panel data. Currently he is a University Professor at the Central European University (CEU – Budapest, Hungary). Earlier, among others, worked as Senior Lecturer at Monash University (Melbourne, Australia), was the founding Director of the Institute for Economic Analysis (Budapest, Hungary), and also served as Provost of CEU. The new volume he put together on the Econometrics of Multi-dimensional Panels, forthcoming with Springer-Verlag in 2017, is the 10th book he compiled over the last two decades.
- Table of contents (15 chapters)
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Fixed Effects Models
Pages 1-34
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Random Effects Models
Pages 35-69
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Models with Endogenous Regressors
Pages 71-100
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Dynamic Models and Reciprocity
Pages 101-123
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Random Coefficients Models
Pages 125-161
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Table of contents (15 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- The Econometrics of Multi-dimensional Panels
- Book Subtitle
- Theory and Applications
- Editors
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- Laszlo Matyas
- Series Title
- Advanced Studies in Theoretical and Applied Econometrics
- Series Volume
- 50
- Copyright
- 2017
- Publisher
- Springer International Publishing
- Copyright Holder
- Springer International Publishing AG
- eBook ISBN
- 978-3-319-60783-2
- DOI
- 10.1007/978-3-319-60783-2
- Hardcover ISBN
- 978-3-319-60782-5
- Softcover ISBN
- 978-3-319-86932-2
- Series ISSN
- 1570-5811
- Edition Number
- 1
- Number of Pages
- XIX, 456
- Topics
