Econometric Analysis of Panel Data - Hardcover

Baltagi, Badi

Hardcover

ISBN 10: 0471952990 ISBN 13: 9780471952992

Publisher: John Wiley & Sons, 1994

Synopsis

This text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. It includes extensive coverage of estimation, testing and prediction methods using panel data. The author uses two data sets to illustrate the techniques used and cites several empirical studies using panel data techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods.

About this title

From the Back Cover

Econometric Analysis of Panel Data Badi H. Baltagi This new text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The book includes extensive coverage of estimation, testing and prediction methods using panel data. Baltagi uses two data sets to illustrate the techniques used and cites several empirical studies using panel techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods, making this text entirely accessible to students.

About the Author

Badi H. Baltagi is Professor of Econometrics at Texas A&M University, USA

Edition details

• Publisher: John Wiley & Sons
• Publication date: 1994
• Language: English
• ISBN 10: 0471952990
• ISBN 13: 9780471952992
• Binding: Hardcover
• Number of pages: 270