Synopsis
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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Review
'Researchers will find that the insights that they gain from working through the book's tougher sections are well worth the effort. The book remains an indispensable and comprehensive reference for panel estimation methods.' David C. Ribar, International Journal of Forecasting
Book Description
This 2003 second edition is a substantial revision of the highly successful first edition of 1986. 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.
"About this title" may belong to another edition of this title.
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Analysis of Panel Data
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Analysis of Panel Data (Econometric Society Monographs, Series Number 34)
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Analysis of Panel Data (Econometric Society Monographs, Series Number 34)
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Analysis of Panel Data
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Analysis of Panel Data Econometric Society Monographs
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Analysis of Panel Data (2nd Edn) (Econometric Society Monographs) (Volume 34)
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Analysis of Panel Data (Econometric Society Monographs, Series Number 34) [Paperback] Hsiao, Cheng
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Analysis of Panel Data
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