- Paperback: 308 pages
- Publisher: Wiley; 1 edition (June 22, 2009)
- Language: English
- ISBN-10: 0470744030
- ISBN-13: 978-0470744031
- Product Dimensions: 6.7 x 0.7 x 9.6 inches
- Shipping Weight: 1.4 pounds (View shipping rates and policies)
- Average Customer Review: 2 customer reviews
- Amazon Best Sellers Rank: #1,795,747 in Books (See Top 100 in Books)
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
A Companion to Econometric Analysis of Panel Data 1st Edition
Use the Amazon App to scan ISBNs and compare prices.
"Neverworld Wake" by Marisha Pessl
Read the absorbing new psychological suspense thriller from acclaimed New York Times bestselling author Marisha Pessl. Learn more
Frequently bought together
Customers who viewed this item also viewed
From the Back Cover
This book is a companion to Baltagi’s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4th Edition.
The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader’s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work.
The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman's test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels.
The book provides several empirical examples that are useful to applied researchers, illustrating them using Stata and EViews showing the reader how to replicate these studies. The data sets are provided on the Wiley web site: www.wileyeurope.com/college/baltagi.
About the Author
Badi H. Baltagi is Distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse University. He is a fellow of the Journal of Econometrics, a recipient of the Multa and Plura Scripsit Awards from Econometric Theory, and the Journal of Applied Econometrics Distinguished Authors Award.
Top customer reviews
There was a problem filtering reviews right now. Please try again later.
It helps the reader to understand the theoretical background of the panel data area.
It has several applications with copmuter output and that helps the applied scientists.
Very good job.