Econometric Analysis of Panel Data

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Wiley, Sep 27, 2005 - Business & Economics - 314 pages
This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site.

The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

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About the author (2005)

Badi H. Baltagi is distinguished Professor of Economics and Senior Research Asssociate at the Center for Policy Research at Syracuse University. He was previously at TexasA&M University and the University of Houston. He is the author of Econometric Analysis of Panel Data and Econometrics and editor of A Companion to Theoretical Econometrics; Recent Developments in the Econometrics of Panel Data, Volumes I and II; Nonstationary Panels, Panel Cointegration, and Dynamic Panels; and author or co-author of over 100 publications, all in leading economics and statistics journals. Professor Baltagi is co-editor of Empirical Economics, and associate editor of Journal of Econometrics and Econometric Reviews. He is the replication editor of the Journal of Applied Econometrics and the series editor for Contributions to Economic Analysis. He is a fellow of the Journal of Econometrics and a recipient of the Plura Scripsit Award from Econometric Theory.

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