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  1. Home
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  3. Analysis of Panel Data
  • Cited by 1609
  • 2nd edition
  • Cheng Hsiao, University of Southern California
Publisher:
Cambridge University Press
Online publication date:
May 2010
Print publication year:
2003
Online ISBN:
9780511754203
DOI:
https://doi.org/10.1017/CBO9780511754203
Subjects:
Economics, Econometrics and Mathematical Methods, Statistics for Econometrics, Finance and Insurance, Statistics and Probability
Series:
Econometric Society Monographs (34)
Information

Book description

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.

Reviews

'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 Source: International Journal of Forecasting

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