最近要讲一个面板数据分析的简单介绍，不是很深刻，所以看了些面板比较经典的书，感觉收益很多。
Econometric Analysis of Panel Data（third edition）
第一本是Baltagi的书，他的书内容如下：
Preface
1 Introduction
2 The One-way Error Component Regression Model
3 The Two-way Error Component Regression Model
4 Test of Hypotheses with Panel Data
5 Heteroskedasticity and Serial Correlation in the Error Component Model
6 Seemingly Unrelated Regressions with Error Components
7 Simultaneous Equations with Error Components
8 Dynamic Panel Data Models
9 Unbalanced Panel Data Models
10 Special Topics
11 Limited Dependent Variables and Panel Data
12 Nonstationary Panels
References
Index
萧政的书经典不用说了，很多书都是借鉴他的内容，不过他的证明不多，所以看起来需要一些辅导工具，但是我水平有限，所以诸位同仁应该不会觉得难。
Analysis of Panel Data
Second Edition
Preface to the Second Edition
Preface to the First Edition
Chapter1. Introduction
Chapter2. Analysis of Covariance
Chapter3. Simple Regression with Variable Intercepts
Chapter4. Dynamic Models with Variable Intercepts
Chapter5. Simultaneous-Equations Models
Chapter6. Variable-Coefficient Models
Chapter7. Discrete Data
Chapter8. Truncated and Censored Data
Chapter9. Incomplete Panel Data
Chapter10. Miscellaneous Topics
Chapter11. A Summary View
Notes
References
AuthorIndex
SubjectIndex
同时附一本格林的英文版计量经济分析，这个是第五版的，该书对面板的介绍较为容易理解，并且比较直观，具有很大参考价值。
FIFTH EDITION
ECONOMETRIC ANALYSIS
William H. Greene
New York University