Panel Data Econometrics

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

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  • Author : Mike Tsionas
  • Publisher : Academic Press
  • Pages : 432 pages
  • ISBN : 0128144319
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKPanel Data Econometrics

Panel Data Econometrics

Panel Data Econometrics
  • Author : Mike Tsionas
  • Publisher : Academic Press
  • Release : 19 June 2019
GET THIS BOOKPanel Data Econometrics

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and

Panel Data Econometrics with R

Panel Data Econometrics with R
  • Author : Yves Croissant,Giovanni Millo
  • Publisher : John Wiley & Sons
  • Release : 10 August 2018
GET THIS BOOKPanel Data Econometrics with R

Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data
  • Author : Badi Baltagi
  • Publisher : John Wiley & Sons
  • Release : 30 June 2008
GET THIS BOOKEconometric Analysis of Panel Data

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation

Panel Data Econometrics

Panel Data Econometrics
  • Author : Mike Tsionas
  • Publisher : Academic Press
  • Release : 20 June 2019
GET THIS BOOKPanel Data Econometrics

Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications

Econometrics of Panel Data

Econometrics of Panel Data
  • Author : Erik Biørn
  • Publisher : Oxford University Press
  • Release : 27 October 2016
GET THIS BOOKEconometrics of Panel Data

Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, months, etc.). Panel data allow examination of problems that cannot be handled by cross-section data or time-series data. Panel data analysis is a core field in modern econometrics and multivariate statistics, and studies based on such data occupy a growing part of the

Econometric Analysis of Cross Section and Panel Data, second edition

Econometric Analysis of Cross Section and Panel Data, second edition
  • Author : Jeffrey M. Wooldridge
  • Publisher : MIT Press
  • Release : 01 October 2010
GET THIS BOOKEconometric Analysis of Cross Section and Panel Data, second edition

The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual

Panel Data Econometrics

Panel Data Econometrics
  • Author : Donggyu Sul
  • Publisher : Routledge
  • Release : 07 February 2019
GET THIS BOOKPanel Data Econometrics

In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims

Panel Data Econometrics

Panel Data Econometrics
  • Author : Manuel Arellano
  • Publisher : OUP Oxford
  • Release : 26 June 2003
GET THIS BOOKPanel Data Econometrics

This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling. The book combines methods and applications, so will appeal to both the academic and practitioner markets. The book is divided in four parts. Part I concerns static models, and deals with the problem of unobserved

Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes

Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes
  • Author : Chihwa Kao,Feng Qu
  • Publisher : World Scientific
  • Release : 24 August 2020
GET THIS BOOKLarge-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes

This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to

Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics
  • Author : M. Hashem Pesaran
  • Publisher : Oxford University Press, USA
  • Release : 01 October 2015
GET THIS BOOKTime Series and Panel Data Econometrics

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel

Panel Methods for Finance

Panel Methods for Finance
  • Author : Marno Verbeek
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release : 25 October 2021
GET THIS BOOKPanel Methods for Finance

Financial data are typically characterised by a time-series dimension and a cross-sectional dimension. For example, we may observe financial information on a group of firms over a number of years, or we may observe returns of all stocks traded at NYSE over a period of 120 months. Accordingly, econometric modelling in finance requires appropriate attention to these two -- or occasionally more than two -- dimensions of the data. Panel data techniques are developed to do exactly this. This book provides

Panel Data Econometrics

Panel Data Econometrics
  • Author : Badi H. Baltagi
  • Publisher : Emerald Group Publishing
  • Release : 01 April 2006
GET THIS BOOKPanel Data Econometrics

This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.

Econometrics in Theory and Practice

Econometrics in Theory and Practice
  • Author : Panchanan Das
  • Publisher : Springer Nature
  • Release : 05 September 2019
GET THIS BOOKEconometrics in Theory and Practice

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to

The Oxford Handbook of Panel Data

The Oxford Handbook of Panel Data
  • Author : Badi Hani Baltagi
  • Publisher : Oxford Handbooks
  • Release : 27 June 2022
GET THIS BOOKThe Oxford Handbook of Panel Data

Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the

The Econometrics of Multi-dimensional Panels

The Econometrics of Multi-dimensional Panels
  • Author : Laszlo Matyas
  • Publisher : Springer
  • Release : 26 July 2017
GET THIS BOOKThe Econometrics of Multi-dimensional Panels

This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more complex, the estimation and hypothesis testing methods more sophisticated. The interaction between economics and econometrics resulted in a huge publication output, deepening and widening immensely our knowledge and understanding in both. The traditional panel data,