1 option
Panel data econometrics with R / Yves Croissant, Giovanni Millo.
- Format:
- Book
- Author/Creator:
- Croissant, Yves, 1969- author.
- Millo, Giovanni, 1970- author.
- Language:
- English
- Subjects (All):
- Econometrics.
- Panel analysis.
- R (Computer program language).
- Physical Description:
- 1 online resource (xix, 301 pages) : illustrations
- Edition:
- First edition.
- Place of Publication:
- Hoboken, NJ : Wiley, 2018.
- System Details:
- text file
- Summary:
- Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book's accompanying website.
- Contents:
- The Error Component Model
- Advanced Error Components Models
- Tests on Error Component Models
- Robust Inference and Estimation for Non-spherical Errors
- Endogeneity
- Estimation of a Dynamic Model
- Panel Time Series
- Count Data and Limited Dependent Variables
- Spatial Panels.
- Notes:
- Includes index.
- Description based on print version record.
- Print version record and CIP data provided by publisher.
- ISBN:
- 9781118949184
- 1118949188
- 9781118949177
- 111894917X
- 9781119504641
- 1119504643
- OCLC:
- 1029806115
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.