Ebook: The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice

This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.

This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household’s behaviors. It contains eleven entirely new chapters while the others have been largely revised to account for recent developments in the field.

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This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.

This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household’s behaviors. It contains eleven entirely new chapters while the others have been largely revised to account for recent developments in the field.

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This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.

This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household’s behaviors. It contains eleven entirely new chapters while the others have been largely revised to account for recent developments in the field.

Content:
Front Matter....Pages I-XXVI
Front Matter....Pages 1-1
Introduction....Pages 3-22
Fixed Effects Models and Fixed Coefficients Models....Pages 23-48
Error Components Models....Pages 49-87
Endogenous Regressors and Correlated Effects....Pages 89-112
The Chamberlain Approach to Panel Data: An Overview and Some Simulations....Pages 113-183
Random Coefficient Models....Pages 185-213
Parametric Binary Choice Models....Pages 215-245
Front Matter....Pages 247-247
Dynamic Models for Short Panels....Pages 249-278
Unit Roots and Cointegration in Panels....Pages 279-322
Measurement Errors and Simultaneity....Pages 323-367
Pseudo-Panels and Repeated Cross-Sections....Pages 369-383
Attrition, Selection Bias and Censored Regressions....Pages 385-418
Simulation Techniques for Panels: Efficient Importance Sampling....Pages 419-450
Semi-parametric and Non-parametric Methods in Panel Data Models....Pages 451-478
Panel Data Modeling and Inference: A Bayesian Primer....Pages 479-515
To Pool or Not to Pool?....Pages 517-546
Duration Models and Point Processes....Pages 547-601
GMM for Panel Data Count Models....Pages 603-624
Spatial Panel Econometrics....Pages 625-660
Front Matter....Pages 661-661
Foreign Direct Investment: Lessons from Panel Data....Pages 663-696
Front Matter....Pages 661-661
Stochastic Frontier Analysis and Efficiency Estimation....Pages 697-726
Econometric Analyses of Linked Employer–Employee Data....Pages 727-760
Life Cycle Labor Supply and Panel Data: A Survey....Pages 761-794
Dynamic Policy Analysis....Pages 795-863
Econometrics of Individual Labor Market Transitions....Pages 865-905
Software Review....Pages 907-950

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This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.

This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household’s behaviors. It contains eleven entirely new chapters while the others have been largely revised to account for recent developments in the field.

Content:
Front Matter....Pages I-XXVI
Front Matter....Pages 1-1
Introduction....Pages 3-22
Fixed Effects Models and Fixed Coefficients Models....Pages 23-48
Error Components Models....Pages 49-87
Endogenous Regressors and Correlated Effects....Pages 89-112
The Chamberlain Approach to Panel Data: An Overview and Some Simulations....Pages 113-183
Random Coefficient Models....Pages 185-213
Parametric Binary Choice Models....Pages 215-245
Front Matter....Pages 247-247
Dynamic Models for Short Panels....Pages 249-278
Unit Roots and Cointegration in Panels....Pages 279-322
Measurement Errors and Simultaneity....Pages 323-367
Pseudo-Panels and Repeated Cross-Sections....Pages 369-383
Attrition, Selection Bias and Censored Regressions....Pages 385-418
Simulation Techniques for Panels: Efficient Importance Sampling....Pages 419-450
Semi-parametric and Non-parametric Methods in Panel Data Models....Pages 451-478
Panel Data Modeling and Inference: A Bayesian Primer....Pages 479-515
To Pool or Not to Pool?....Pages 517-546
Duration Models and Point Processes....Pages 547-601
GMM for Panel Data Count Models....Pages 603-624
Spatial Panel Econometrics....Pages 625-660
Front Matter....Pages 661-661
Foreign Direct Investment: Lessons from Panel Data....Pages 663-696
Front Matter....Pages 661-661
Stochastic Frontier Analysis and Efficiency Estimation....Pages 697-726
Econometric Analyses of Linked Employer–Employee Data....Pages 727-760
Life Cycle Labor Supply and Panel Data: A Survey....Pages 761-794
Dynamic Policy Analysis....Pages 795-863
Econometrics of Individual Labor Market Transitions....Pages 865-905
Software Review....Pages 907-950
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