Analysis of Panel Data

by Cheng Hsiao

Econometric Society Monographs

58 Members (2.83)

On This Page

Description

Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior as compared to cross-sectional or time series data models. As a consequence, richer panel data sets also have become increasingly available. This 2003 second edition is a substantial revision of the highly successful first edition of 1986. Advances in panel data research are presented in a rigorous and accessible manner and are carefully show more integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc. Other specific revisions include the introduction of the notion of strict exogeneity with estimators presented in a generalized method of moments framework, the notion of incidental parameters, more intuitive explanations of pairwise trimming, and discussion of sample selection dynamic panel models. show less

Tags

Recommendations

Member Reviews

Members

Recently Added By

Author Information

4 Works 66 Members

Series

Common Knowledge

Canonical title
Analysis of Panel Data

Classifications

Genres
Economics, Nonfiction, Business, General Nonfiction
DDC/MDS
330.01Society, Government, and CultureEconomicsJobs & Careers>Philosophy And Psychology
LCC
HB139 .H75Social sciencesEconomic theory. DemographyEconomic theory. DemographyMethodologyMathematical economics. Quantitative methods
BISAC

Statistics

Members
58
Popularity
520,680
Rating
(2.83)
Languages
English
Media
Paper, Ebook
ISBNs
16
ASINs
1