Panel data econometrics
Subtitle: theoretical contributions and empirical applications
By: edited by Badi H. Baltagi
Contributors: Baltagi, Badi H.
Edition: 1st ed
Series: Contributions to economic analysis -- 274
Publisher: Elsevier
Published: 2006
Place of publication: Amsterdam; Boston
Language: eng
Number of pages: 381
Subjects: Econometrics; Panel analysis
Notes: Includes bibliographical references
Table of contents: title: On the estimation and inference of a panel cointegration model with cross-sectional dependence / Jushan Bai and Chihwa Kao; title: A full heteroscedastic one-way error components model : pseudo-maximum likelihood estimation and specification testing / Bernard Lejeune; title: Finite sample properties of FGLS estimator for random-effects model under non-normality / Aman Ullah and Xiao Huang; title: Modelling the initial conditions in dynamic regression models of panel data with random effects / I. Kazemi and R. Crouchley; title: Time invariant variables and panel data models : a generalised Frisch-Waugh theorem and its implications / Jaya Krishnakumar; title: An intertemporal model of rational criminal choice / Robin C. Sickels and Jenny Williams; title: Swedish liquor consumption : new evidence on taste change / Badi H. Baltagi and James M. Griffin; title: Import demand estimation with country and product effects : application of multi-way unbalanced panel data models to Lebanese imports / Rachid Boumahdi, Jad Chaaban and Alban Thomas; title: Can random coefficient Cobb-Douglas production functions be aggregated to similar macro functions? / Erik Biørn, Terje Skjerpen and Knut R. Wangen; title: Conditional heteroskedasticity and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries / Rodolfo Cermeño and Kevin B. Grier; title: The dynamics of exports and productivity at the plant level : a panel data error correction model (ECM) approach / Mahmut Yasar, Carl H. Nelson and Roderick M. Rejesus; title: Learning about the long-run determinants of real exchange rates for developing countries : a panel data investigation / Imed Drine and Christophe Rault; title: Employee turnover : less is not necessarily more? / Mark N. Harris, Kam Ki Tang and Yi-Ping Tseng; title: Dynamic panel models with directors' and officers' liability insurance data / George D. Kaltchev; title: Assessment of the relationship between income inequality and economic growth : a panel data analysis of the 32 federal entities of Mexico, 1960-2002 / Araceli Ortega-Díaz