The Oxford handbook of panel data / edited by Badi H. Baltagi.

Format:

Book

Contributor:

Baltagi, Badi H. (Badi Hani), editor.

Series:

Oxford handbooks online.

Oxford handbooks online

Language:

English

Subjects (All):

Panel analysis.

Econometrics.

Physical Description:

1 online resource (ix, 683 pages)

Other Title:

Handbook of panel data

Panel data

Place of Publication:

New York : Oxford University Press, 2015.

Summary:

This title examines new developments in theory and applications in panel data. It includes basic topics like nonstationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects, and influential observations in panel data. The second part targets applications of panel data in economics.

Contents:

Panel data models and methods: Large panel data models with cross-sectional dependence : a survey / Alexander Chudik and M. Hashem Pesaran

Panel cointegration / In Choi

Dynamic panel data models / Maurice J.G. Bun and Vasilis Sarafidis

Incidental parameters and dynamic panel modeling / Hyungsik Roger Moon, Benoit Perron, and Peter C.B. Phillips

Unbalanced panel data models with interactive effects / Jushan Bai, Yuan Liao, and Jisheng Yang

Panel data models for discrete choice / William Greene

Panel conditional and multinomial logit estimators / Myoung-Jae Lee

Count panel data / A. Colin Cameron and Pravin K. Trivedi

Treatment effects and panel data / Michael Lechner

Nonparametric panel data regression models / Yiguo Sun, Yu Yvette Zhang, and Qi Li

Measurement error in panel data / Erik Meijer, Laura Spierdijk, and Tom Wansbeek

Spatial panel data models / Lung-Fei Lee and Jihai Yu

Random coefficients models in panels / Cheng Hsiao

Robust panel data methods and influential observations / Badi H. and Georges Bresson.

Panel data applications: The analysis of macroeconomic panel data / Jörg Breitung

Cohort data in health economics / Stephanie von Hinke Kessler Scholder and Andrew M. Jones

Panel data and productivity measurement / Robin C. Sickles, Jiaqi Hao, and Chenjun Shang

Panel data discrete choice models of consumer demand / Michael P. Keane

Panel econometrics of labor market outcomes / Thomas J. Kniesner and James P. Ziliak

Panel data gravity models of international trade / Badi H. Baltagi, Peter Egger, and Michael Pfaffermayr.

Notes:

"Print publication date: Jan 2015. Published online: May 2015."

Includes bibliographical references and index.

Description based on online resource; title from home page (viewed on May 5, 2015).

Description based on publisher supplied metadata and other sources.

ISBN:

0-19-998432-8

0-19-994005-3

0-19-021082-6

OCLC:

893186832