Skip to content

Econometric Analysis of Panel Data

Spend $50 to get a free DVD!

ISBN-10: 0471953008

ISBN-13: 9780471953005

Edition: 1st 1995

Authors: Badi H. Baltagi

List price: $79.00
Blue ribbon 30 day, 100% satisfaction guarantee!
what's this?
Rush Rewards U
Members Receive:
Carrot Coin icon
XP icon
You have reached 400 XP and carrot coins. That is the daily max!

Customers also bought

Book details

List price: $79.00
Edition: 1st
Copyright year: 1995
Publisher: John Wiley & Sons, Incorporated
Publication date: 5/12/1995
Binding: Paperback
Pages: 270
Size: 6.04" wide x 9.11" long x 0.61" tall
Weight: 0.990
Language: English

Preface
Introduction
Panel Data: Some Examples
Why Should We Use Panel Data? Their Benefits and Limitations
Note
The One-way Error Component Regression Model
Introduction
The Fixed Effects Model
The Random Effects Model
Maximum Likelihood Estimation
Prediction
Examples
Selected Applications
Computational Note
Notes
Problems
The Two-way Error Component Regression Model
Introduction
The Fixed Effects Model
The Random Effects Model
Maximum Likelihood Estimation
Prediction
Examples
Selected Applications
Notes
Problems
Test of Hypotheses with Panel Data
Tests for Poolability of the Data
Tests for Individual and Time Effects
Hausman's Specification Test
Further Reading
Notes
Problems
Heteroskedasticity and Serial Correlation in the Error Component Model
Heteroskedasticity
Serial Correlation
Notes
Problems
Seemingly Unrelated Regressions with Error Components
The One-way Model
The Two-way Model
Applications and Extensions
Problems
Simultaneous Equations with Error Components
Single Equation Estimation
Empirical Example: Crime in North Carolina
System Estimation
The Hausman and Taylor Estimator
Empirical Example: Earnings Equation Using PSID Data
Extensions
Notes
Problems
Dynamic Panel Data Models
Introduction
The Arellano and Bond Estimator
The Arellano and Bover Estimator
The Ahn and Schmidt Moment Conditions
The Blundell and Bond System GMM Estimator
The Keane and Runkle Estimator
Further Developments
Empirical Example: Dynamic Demand for Cigarettes
Further Reading
Notes
Problems
Unbalanced Panel Data Models
Introduction
The Unbalanced One-way Error Component Model
Empirical Example: Hedonic Housing
The Unbalanced Two-way Error Component Model
Testing for Individual and Time Effects Using Unbalanced Panel Data
The Unbalanced Nested Error Component Model
Notes
Problems
Special Topics
Measurement Error and Panel Data
Rotating Panels