Author
Prof. Badi Baltagi, Syracuse University
Description
This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site.
The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.
Table of Contents
1. Introduction.
2. The One-way Error Component Regression Model.
3. The Two-way Error Component Regression Model.
4. Test of Hypotheses with Panel Data.
5. Heteroskedasticity and Serial Correlation in the Error Component Model.
6. Seemingly Unrelated Regressions with Error Components.
7. Simultaneous Equations with Error Components.
8. Dynamic Panel Data Models.
9. Unbalanced Panel Data Models.
10. Special Topics.
11. Limited Dependent Variables and Panel Data.
12. Nonstationary Panels.
Index.
