Analysis of Panel Data
Publisher: Cambridge University Press
Published: 2014
Language: eng
Number of pages: 562
ISBN-13: 9781107657632
Subjects: Econometrics; Analysis of variance
Description: "This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models"--