Analysis of Panel DataCambridge University Press, 13.02.2003 - 366 Seiten 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 second edition is a substantial revision of the highly successful first edition of 1986. Recent 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. |
Inhalt
III | 1 |
IV | 8 |
VI | 9 |
VII | 11 |
VIII | 14 |
IX | 15 |
X | 21 |
XI | 27 |
LXXIX | 158 |
LXXX | 161 |
LXXXI | 162 |
LXXXII | 163 |
LXXXIII | 165 |
LXXXV | 168 |
LXXXVI | 170 |
LXXXVII | 172 |
XII | 30 |
XIII | 34 |
XIV | 35 |
XVI | 39 |
XVII | 41 |
XVIII | 43 |
XIX | 44 |
XX | 46 |
XXI | 49 |
XXII | 51 |
XXIV | 53 |
XXV | 55 |
XXVI | 57 |
XXVII | 60 |
XXVIII | 65 |
XXIX | 67 |
XXX | 69 |
XXXI | 71 |
XXXII | 73 |
XXXIV | 75 |
XXXV | 78 |
XXXVII | 84 |
XXXVIII | 85 |
XXXIX | 86 |
XL | 90 |
XLI | 91 |
XLII | 92 |
XLIII | 95 |
XLIV | 96 |
XLV | 98 |
XLVI | 99 |
XLVII | 101 |
XLVIII | 103 |
XLIX | 105 |
L | 107 |
LI | 109 |
LIII | 111 |
LIV | 113 |
LV | 116 |
LVI | 119 |
LVIII | 124 |
LIX | 127 |
LXI | 129 |
LXII | 130 |
LXIII | 133 |
LXIV | 136 |
LXV | 138 |
LXVI | 141 |
LXVII | 143 |
LXVIII | 144 |
LXX | 145 |
LXXI | 147 |
LXXIII | 149 |
LXXIV | 150 |
LXXV | 151 |
LXXVI | 153 |
LXXVIII | 156 |
LXXXVIII | 173 |
LXXXIX | 175 |
XC | 180 |
XCI | 185 |
XCII | 188 |
XCIII | 193 |
XCIV | 194 |
XCV | 195 |
XCVI | 198 |
XCVII | 199 |
XCVIII | 202 |
XCIX | 203 |
C | 205 |
CI | 206 |
CII | 208 |
CIII | 211 |
CIV | 216 |
CV | 218 |
CVII | 221 |
CVIII | 225 |
CIX | 234 |
CXI | 235 |
CXII | 238 |
CXIII | 240 |
CXIV | 243 |
CXVIII | 249 |
CXIX | 253 |
CXX | 255 |
CXXI | 259 |
CXXIII | 265 |
CXXIV | 268 |
CXXV | 270 |
CXXVI | 271 |
CXXVII | 275 |
CXXVIII | 277 |
CXXIX | 279 |
CXXX | 283 |
CXXXI | 285 |
CXXXIII | 287 |
CXXXIV | 288 |
CXXXV | 291 |
CXXXVI | 295 |
CXXXVII | 298 |
CXXXVIII | 302 |
CXXXIX | 304 |
CXL | 309 |
CXLI | 311 |
CXLII | 312 |
CXLIII | 313 |
CXLV | 315 |
CXLVI | 316 |
CXLIX | 317 |
CL | 319 |
CLI | 331 |
| 353 | |
| 359 | |
Häufige Begriffe und Wortgruppen
a₁ assume assumption asymptotically normally distributed B₁ Bayes estimator bias censored Chapter chi-square chi-square distribution conditional consistent estimator constant converges covariance matrix cross-sectional data cross-sectional units d₁ degrees of freedom denotes density dependent variables discussed dynamic econometrics equation error term error-components estimator of ẞ exogenous variables explanatory variables fixed fixed-effects GLS estimator Heckman heterogeneity Hsiao hypothesis independent individual effects inference initial intercept Kyriazidou lag coefficients least-squares estimator likelihood function linear logit maximum likelihood mean zero method normally distributed observations obtain panel data parameters Pesaran probability probit probit model random variable random-effects model regression model residual restrictions sample Section specific statistic structure Tahmiscioglu tends to infinity time-series truncated u₁ uncorrelated unobserved v₁ values variance variance-covariance matrix vector x₁ x₁₁ y₁ α₁ β₁ ΔΧ σ² σα στ
Beliebte Passagen
Seite xii - PREFACE TO THE SECOND EDITION Since the publication of the first edition of this book, "Definitions of Electrical Terms...