Econometric analysis of panel data

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Wiley, Mar 28, 1995 - Business & Economics - 257 pages
Provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroskedasticity, simultaneous equations, dynamic models and incomplete panels. Includes extensive coverage of estimation, testing and prediction methods using panel data. The author uses two data sets to illustrate the techniques and cites several empirical studies so that readers can relate econometric methods with economic applications. Packed with exercises which proceed from single equation to simultaneous equation techniques.

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Contents

Introduction
1
The Oneway Error Component Regression Model
9
The Twoway Error Component Regression Model
27
Copyright

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About the author (1995)

Badi H. Baltagi is George Summey, Jr. Professor of Liberal Arts and Professor of Economics at Texas A & M University. He is a fellow and associate editor of the Journal of Econometrics, associate editor of Econometric Reviews, co-editor of Empirical Economics, and a recipient of the Multa Scripsit Award for Econometric Theory. Baltagi has published more than seventy articles in internationally recognized journals, and is the author of three books: "Panel Data Analysis" (1992), "Econometric Analysis of Panel Data" (1995), and "Econometrics" (second edition, 1999).

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