- Provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints
- Contains sixteen new chapters as well as revised chapters presenting the most recent developments in the field
- Features authors who are well known specialists in the field.
This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household’s behaviors. It contains eleven entirely new chapters while the others have been largely revised to account for recent developments in the field.
Fundamentals:
Introduction.-
Fixed Effect Models and Fixed Coefficient Models.-
Error Components Models.-
Endogenous Regressors and Correlated Effects.-
The Chamberlain Approach to Panel Data.-
Random Coefficient Models.-
Parametric Binary Choice Models.-
Advanced Topics: Dynamic Models for Short Panels.-
Unit Roots and Cointegration in Panels.-
Measurement Errors and Simultaneity.-
Pseudo-panels and Repeated Cross-sections.-
Attrition, Selection Bias and Censored Regressions.-
Simulation Techniques for Panels.-
Simulation Techniques for Panels: Efficient Importance Sampling.-
Semi-parametric and Non-parametric Methods in Panel Data Models.-
Panel Data Modeling and Inference: A Bayesian Primer.-
To Pool or Not to Pool.- Duration Models and Point Processes.-
GMM for Panel Data Count Models.- Spatial Panel Econometrics.-
Applications: Foreign Direct Investment: Lessons from Panel Data.-
Stochastic Frontier Analysis and Efficiency Estimation.-
Econometric Analyses of Linked Employer-employee Data.-
Life-cycle Labour Supply and Panel Data: A Survey.-
Dynamic Policy Analysis.-
Econometrics of Individual Labor Market Transitions.-
Software Review.


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