Analysis of Panel Data (Econometric Society Monographs, Series Number 54)

Analysis of Panel Data (Econometric Society Monographs, Series Number 54)

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Cheng Hsiao
Cambridge University Press
Edition: 3, 1/22/2015
EAN 9781107657632, ISBN10: 1107657636

Paperback, 562 pages, 22.9 x 15.2 x 3.2 cm
Language: English
Originally published in English

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.

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.