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Advanced Studies in Theoretical and Applied Econometrics
Volume 46
The Econometrics of Panel Data
Fundamentals and Recent Developments in Theory and Practice
Third Edition
The aim of this third, completely re-written, re-edited and considerably expanded,
edition of this book is to provide a general overview of both the basics and recent,
more sophisticated, theoretical developments in panel data econometrics. It
also aims at covering a number of fields of applications where these methods are
used for improving our knowledge and understanding of economic agents’ behaviors.
Since the pioneering works of Edwin Kuh (1959), Yair Mundlak (1961), Irving
Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections
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, reliable and informative results than
would be achievable by one type of series alone. Over the last three decades of the
last century, much fundamental work has been done: investigation of the properties
of different estimators and test statistics, analysis of dynamic models and the effects
of eventual measurement errors, etc.
2008年新版
247818.pdf
(9.96 MB)
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