Analysis of Panel Data (Econometric Society Monographs, Series Number 34) - Hardcover

Hsiao, Cheng

 
9780521818551: Analysis of Panel Data (Econometric Society Monographs, Series Number 34)

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.

"synopsis" may belong to another edition of this title.

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.

Other Popular Editions of the Same Title

9780521522717: Analysis of Panel Data (Econometric Society Monographs, Series Number 34)

Featured Edition

ISBN 10:  0521522714 ISBN 13:  9780521522717
Publisher: Cambridge University Press, 2003
Softcover