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.
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"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
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.
"About this title" may belong to another edition of this title.
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Condition: Muy bueno. : Este libro revisa los métodos econométricos básicos que se han utilizado para analizar datos de panel, es decir, datos recopilados observando a varios individuos a lo largo del tiempo. Al analizar datos de panel, pueden surgir dificultades debido a características individuales y/o temporales no observadas. El enfoque de este libro es doble: corregir estas dificultades y proporcionar métodos para mejorar la eficiencia de las estimaciones. 'Analysis of Panel Data' reúne trabajos sobre datos de panel desde diferentes perspectivas, incluida la literatura econométrica sobre análisis de especificaciones, la literatura de series temporales sobre modelos dinámicos y la literatura de elección discreta. Se proporcionan ejemplos empíricos para ilustrar la discusión teórica, así como para indicar áreas de investigación donde los datos de panel podrían ser útiles. EAN: 9780521389334 Tipo: Libros Categoría: Negocios y Economía|Ciencias Título: Analysis of Panel Data Autor: Cheng Hsiao Editorial: Cambridge University Press Idioma: en Páginas: 256 Formato: tapa blanda. Seller Inventory # Happ-2023-11-17-c4ea8a23
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