Analysis of Panel Data - Couverture rigide

Hsiao, Cheng

Couverture rigide

ISBN 10 : 0521251508 ISBN 13 : 9780521251501

Editeur : Cambridge University Press, 1986

Synopsis

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time.

A propos du livre

Présentation de l'éditeur

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time. In analyzing panel, data, difficulties can arise due to unobserved individuals and/or time characteristics. The focus of this book is twofold: correcting for these difficulties, and providing methods for improvement of the efficiency of the estimates. Analysis of Panel Data draws together work on panel data from a number of different perspectives, including the econometric literature on specification analysis, the time series literature on dynamic models, and discrete choice literature. Empirical examples are provided to illustrate the theoretical discussion as well as to indicate areas of research where panel data might be useful.

Revue de presse

'Researchers will find that the insights that they gain from working through the book's tougher sections are well worth the effort. The book remains an indispensable and comprehensive reference for panel estimation methods.' David C. Ribar, International Journal of Forecasting

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 1986
• ISBN 10: 0521251508
• ISBN 13: 9780521251501
• Reliure: Relié
• Langue: anglais
• Nombre de pages: 256
• Coordonnées du fabricant: non disponible