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Panel data analysis
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ISBN: 3790805939 364250129X 3642501273 Year: 1992 Publisher: Berlin : Springer-Verlag,

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Analysis of panel data
Author:
ISBN: 0521818559 0521522714 0511061404 0511121016 0511055072 0511326572 0511754205 128016297X 1139148664 0511069863 9780521522717 9780521818551 9780511754203 1316085805 9780511069864 9780511121012 9781139148665 9780511061400 9780511055072 9781316085806 9780511326578 9786610162970 6610162972 Year: 2003 Volume: no. 34 Publisher: Cambridge Cambridge University Press

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Abstract

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 2003 second edition is a substantial revision of the highly successful first edition of 1986. 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.

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