Econometric Analysis of Panel Data
"Econometric Analysis of Panel Data" has become established as one of the leading textbooks for students of panel data.
The significantly revised and updated third edition from one of the leading researchers and writers in this field builds upon the success of previous editions, and includes the most recent empirical examples from panel data literature.
Updated topics include dynamic panels, nonstationary panels, limited dependent variable models, heteroskedastic panels, heterogeneous panels and spatial panels.
Other notable features of this third edition: The chapter on nonstationary panels has been completely rewritten and updated to include the recent unit root panel tests with cross-section dependence, and an empirical application is given on purchasing power parity, which is illustrated using Eviews.An empirical example on nursing labor supply has been added, illustrating limited dependent variables methods with panel data.Additional exercises have been added to each chapter and their solutions will be provided on the website. TSP, EViews and Stata output examples are given throughout the book.A simultaneous equation on crime has been added and is illustrated with Stata.Material on heteroske4dasticity in panels is completely revised and updated with recent estimation and testing results.
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The Oneway Error Component Regression Model
The Twoway Error Component Regression Model
Test of Hypotheses with Panel Data
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