Analysis of panel data / Cheng Hsiao.

Format:

Book

Author/Creator:

Hsiao, Cheng, 1943- author.

Series:

Econometric Society monographs.

Econometric Society monographs series

Language:

English

Subjects (All):

Econometrics.

Panel analysis.

Analysis of variance.

Physical Description:

1 online resource (xix, 516 pages) : digital, PDF file(s).

Edition:

Fourth edition.

Place of Publication:

Cambridge : Cambridge University Press, 2022.

Summary:

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.

Contents:

Linear static models with additive effects

Dynamic models with additive specific effects

Simultaneous-equations models

Dynamic system

Discrete data

Limited dependent and sample selection models

Some nonlinear models

Miscellaneous topics

Interactive effects models

Spatial models and tests for cross-sectional dependence

Program evaluation using panel data

Variable coefficients models

Big data analytics.

Notes:

Title from publisher's bibliographic system (viewed on 07 Apr 2022).

ISBN:

1-009-07660-4

1-009-07679-5

1-009-05774-X

OCLC:

1296690708