Analysis of Panel Data

Business & Finance, Economics, Econometrics, Nonfiction, Computers, General Computing
Cover of the book Analysis of Panel Data by Cheng Hsiao, Cambridge University Press
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Author: Cheng Hsiao ISBN: 9781139985703
Publisher: Cambridge University Press Publication: November 24, 2014
Imprint: Cambridge University Press Language: English
Author: Cheng Hsiao
ISBN: 9781139985703
Publisher: Cambridge University Press
Publication: November 24, 2014
Imprint: Cambridge University Press
Language: English

This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.

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