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Analysis of Panel Data
Author(s): Cheng Hsiao
Series: Econometric Society Monographs
Publisher: Cambridge University Press, Year: 2014
ISBN: 1107038693,9781107038691

Description:
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.



(Econometric Society Monographs) Cheng Hsiao - Analysis of Panel Data-Cambridge .pdf (3.14 MB, 需要: 10 个论坛币)

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Analysis of Panel Data
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