Analysis of panel data / Cheng Hsiao.

Format:

Book

Author/Creator:

Hsiao, Cheng, 1943- author.

Series:

Econometric Society monographs

Econometric society monographs

Language:

English

Subjects (All):

Econometrics.

Panel analysis.

Analysis of variance.

Physical Description:

xxi, 538 pages ; 24 cm.

Edition:

Third edition.

Place of Publication:

New York, NY : Cambridge University Press, 2014.

Summary:

"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"-- Provided by publisher.

Contents:

Machine generated contents note: 1. Introduction; 2. Homogeneity test for linear regression models (analysis of covariance); 3. Simple regression with variable intercepts; 4. Dynamic models with variable intercepts; 5. Simultaneous-equations models; 6. Variable-coefficient models; 7. Discrete data; 8. Truncated and censored data; 9. Cross-sectional dependent panel data; 10. Dynamic system; 11. Incomplete panel data; 12. Miscellaneous topics; 13. A summary view.

Notes:

Includes bibliographical references and index.

ISBN:

9781107038691

1107038693

9781107657632

1107657636

OCLC:

872561839