Econometric Analysis of Panel Data - Softcover

Über die Autorin bzw. den Autor

Badi H. Baltagi earned his PhD in Economics at the University of Pennsylvania in 1979. He joined the faculty at TexasA&MUniversity in 1988, having served previously on the faculty at the University of Houston. He is the author of Econometric Analysis of Panel Data and Econometrics and editor of A Companion to Theoretical Econometrics; Recent Developments in the Econometrics of Panel Data, Volumes I and II; Nonstationary Panels, Panel Cointegration, and Dynamic Panels; and author or co-author of over 100 publications, all in leading economics and statistics journals. Professor Baltagi is the holder of the George Summey, Jr. Professor Chair in Liberal Arts and was awarded the Distinguished Achievement Award in Research. He is co-editor of Empirical Economics, and associate editor of Journal of Econometrics and Econometric Reviews. He is the replication editor of the Journal of Applied Econometrics and the series editor for Contributions to Economic Analysis. He is a fellow of the Journal of Econometrics and a recipient of the Plura Scripsit Award from Econometric Theory.

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Econometric Analysis of Panel Data has become established as one of the leading textbooks for students of panel data.

The significantly revised and updated third edition from one of the leading researchers and writers in this field builds upon the success of previous editions, and includes the most recent empirical examples from panel data literature.

Updated topics include dynamic panels, nonstationary panels, limited dependent variable models, heteroskedastic panels, heterogeneous panels and spatial panels.

Other notable features of this third edition:

• The chapter on nonstationary panels has been completely rewritten and updated to include the recent unit root panel tests with cross-section dependence, and an empirical application is given on purchasing power parity, which is illustrated using Eviews.
• An empirical example on nursing labor supply has been added, illustrating limited dependent variables methods with panel data.
• Additional exercises have been added to each chapter and their solutions will be provided on the website. TSP, EViews and Stata output examples are given throughout the book.
• A simultaneous equation on crime has been added and is illustrated with Stata.
• Material on heteroske4dasticity in panels is completely revised and updated with recent estimation and testing results.