<p>Advanced Studies in Theoretical and Applied Econometrics<br/>Volume 46<br/>The Econometrics of Panel Data<br/>Fundamentals and Recent Developments in Theory and Practice<br/>Third Edition</p><p>The aim of this third, completely re-written, re-edited and considerably expanded,<br/>edition of this book is to provide a general overview of both the basics and recent,<br/>more sophisticated, theoretical developments in panel data econometrics. It<br/>also aims at covering a number of fields of applications where these methods are<br/>used for improving our knowledge and understanding of economic agents’ behaviors.<br/>Since the pioneering works of Edwin Kuh (1959), Yair Mundlak (1961), Irving<br/>Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections<br/>and time series data has become an increasingly popular way of quantifying<br/>economic relationships. Each series provides information lacking in the other, so a<br/>combination of both leads to more accurate, reliable and informative results than<br/>would be achievable by one type of series alone. Over the last three decades of the<br/>last century, much fundamental work has been done: investigation of the properties<br/>of different estimators and test statistics, analysis of dynamic models and the effects<br/>of eventual measurement errors, etc.</p><p>2008年新版</p><p><br/></p>