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  1. Home
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  3. Analysis of Panel Data
  • Cited by 87
  • 4th edition
  • Cheng Hsiao, University of Southern California
Publisher:
Cambridge University Press
Online publication date:
May 2022
Print publication year:
2022
Online ISBN:
9781009057745
DOI:
https://doi.org/10.1017/9781009057745
Subjects:
Economics, Epidemiology Public Health and Medical Statistics, Econometrics and Mathematical Methods, Medicine
Series:
Econometric Society Monographs
Information

Book description

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.

Reviews

A masterful new edition of Hsiao's classic text on panel data. This is a superbly comprehensive and accessible source for panel data with modern approaches to inference and identification, helpful to econometricians and other quantitative social scientists.

Esfandiar Maasoumi - Emery University

The latest edition of Cheng Hsiao's panel data monograph is most welcome to the econometrics profession. Benefitting from Professor Hsiao's deep understanding and insight, it has, since its first edition, not only become required reading for students, researchers and practitioners, but surely deserves no small credit for the huge growth of interest and activity in panel data. In this 4th edition, Professor Hsiao has very successfully built on the foundations of the earlier ones.

Peter M. Robinson - London School of Economics

Professor Hsiao has done it again. This edition provides a lucid and comprehensive account of often complex problems, ranging from the analysis of panel data models with interactive effects, heterogeneity, spatial dependence, simultaneous dynamic models, to program evaluation – many areas to which he himself has made significant and lasting contributions. I have learned a great deal from the past three editions, and I very much look forward to the fourth edition and strongly recommend it to both students and research scholars of panel data alike.

Hashem Pesaran - John Elliot University of Southern California

Cheng Hsiao's Analysis of Panel Data has undoubtedly become the classic text book reference on panel data econometric methods. It is to be recommended for the clarity and deepness of its exposition, its wide coverage of the abundant and rapidly developing specialized literature, and its remarkable capacity to focus on what is most essential in this literature.

Jacques Mairesse - Collège de France

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