The econometrics of panel data : handbook of theory and applications /
This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross-section and time-series data has become an i...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Dordrecht ; Boston :
Kluwer Academic Publishers,
1992.
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| Series: | Advanced studies in theoretical and applied econometrics ;
28. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- 1. Formulation and Estimation of Econometric Models for Panel Data
- 1.1. History and Dynamics: How Should We View the Disturbances?
- 1.2. Methodological Developments
- 1.3. Applications of Panel Data Econometrics
- 1.4. Conclusions
- References
- I. Linear Models
- 2. Introduction to Linear Models for Panel Data
- 3. Fixed Effect Models and Fixed Coefficient Models
- 4. Error Components Models
- 5. Random Coefficients Models
- 6. Linear Dynamic Models
- 7. Simultaneous Equations
- 8. Panel Data with Measurement Errors
- 9. Specification Issues
- II. Nonlinear Models
- 10. Introduction to Nonlinear Models
- 11. Logit and Probit Models
- 12. Nonlinear Latent Variable Models
- 13. Incomplete Panels and Selection Bias
- 14. Pseudo Panel Data
- 15. Point Processes
- III. Selected Applications
- to the Applications
- 16. Dynamic Labour Demand Models
- IT. Econometric Models of Company Investment
- 18. Consumption Dynamics and Panel Data: A Survey
- 19. Estimation of Labour Supply Functions Using Panel Data: A Survey
- 20. Individual Labour Market Transitions
- 21. Modelling Companies9 Dividend Policy Using Account Panel Data
- 22. Software Review.