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Analysis of panel data / Cheng Hsiao.

By: Hsiao, Cheng, 1943-.
Material type: TextTextSeries: Econometric society monographs.Publisher: New York : Cambridge University Press, 2014Edition: 3rd ed.Description: xxi, 538p. : ill. ; 24 cm.ISBN: 9781107038691 (hardback); 9781107657632 (paperback).Subject(s): Econometrics | Panel analysisDDC classification: 330.015195 Online resources: WorldCat details | E-book Fulltext
Contents:
Table of contents 1. Introduction; 2. Homogeneity test for linear regression models (analysis of covariance); 3. Simple regression with variable intercepts; 4. Dynamic models with variable intercepts; 5. Simultaneous-equations models; 6. Variable-coefficient models; 7. Discrete data; 8. Truncated and censored data; 9. Cross-sectional dependent panel data; 10. Dynamic system; 11. Incomplete panel data; 12. Miscellaneous topics; 13. A summary view.
Summary: Summary: This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis.
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Non-fiction 330.015195 HSA 2014 (Browse shelf) Not for loan
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Includes bibliographical references and index.

Table of contents 1. Introduction; 2. Homogeneity test for linear regression models (analysis of covariance); 3. Simple regression with variable intercepts; 4. Dynamic models with variable intercepts; 5. Simultaneous-equations models; 6. Variable-coefficient models; 7. Discrete data; 8. Truncated and censored data; 9. Cross-sectional dependent panel data; 10. Dynamic system; 11. Incomplete panel data; 12. Miscellaneous topics; 13. A summary view.

Summary:
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis.

Economics

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