Analysis of Panel Data - Couverture rigide

Hsiao, Cheng

Couverture rigide

ISBN 10 : 0521818559 ISBN 13 : 9780521818551

Editeur : Cambridge University Press, 2003

Synopsis

This 2003 second edition is a substantial revision of the highly successful first edition of 1986.

A propos du livre

Présentation de l'éditeur

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 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.

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: 2003
• Langue: anglais
• ISBN 10: 0521818559
• ISBN 13: 9780521818551
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 384
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France