Analysis of Panel Data (Econometric Society Monographs, Series Number 11) - Hardcover

Hsiao, Cheng

Hardcover

ISBN 10: 0521251508 ISBN 13: 9780521251501

Publisher: Cambridge University Press, 1986

Synopsis

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time. In analyzing panel, data, difficulties can arise due to unobserved individuals and/or time characteristics. The focus of this book is twofold: correcting for these difficulties, and providing methods for improvement of the efficiency of the estimates. Analysis of Panel Data draws together work on panel data from a number of different perspectives, including the econometric literature on specification analysis, the time series literature on dynamic models, and discrete choice literature. Empirical examples are provided to illustrate the theoretical discussion as well as to indicate areas of research where panel data might be useful.

About this title

Review

"Hsiao has performed an important service by synthesizing a large and diverse literature into one volume with a common notation and much insightful discussion. His book will be a valuable reference for researchers interested in methods for longitudinal analysis and also could serve as a textbook in a doctoral-level econometrics seminar on longitudinal analysis." Journal of the American Statistical Association

Book Description

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time. Empirical examples are provided to illustrate the theoretical discussion as well as to indicate areas of research where panel data might be useful.

Edition details

• Publisher: Cambridge University Press
• Publication date: 1986
• Language: English
• ISBN 10: 0521251508
• ISBN 13: 9780521251501
• Binding: Hardcover
• Number of pages: 256