This volume provides a general overview of the econometrics of
panel data, both from a theoretical and from an applied viewpoint.
Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch
(1962), and Balestra and Nerlove (1966), the pooling of
cross-section and time-series data has become an increasingly
popular way of quantifying economic relationships. Each series
provides information lacking in the other, so a combination of both
leads to more accurate and reliable results than would be
achievable by one type of series alone. Over the last 30 years much
work has been done: investigation of the properties of the applied
estimators and test statistics, analysis of dynamic models and the
effects of eventual measurement errors, etc. These are just some of
the problems addressed by this work. In addition, some specific
difficulties associated with the use of panel data, such as
attrition, heterogeneity, selectivity bias, pseudo panels etc. have
also been explored. The first objective of this book, which takes
up Parts I and II, is to give as complete and up-to-date a
presentation of these theoretical developments as possible. Part I
is concerned with classical linear models and their extensions;
Part II deals with nonlinear models and related issues: logit and
probit models, latent variable models, incomplete panels and
selectivity bias, and point processes. The second objective is to
provide insights into the use of panel data in empirical studies.
Since the beginning, interest in panel data has been empirically
based, and over time has become increasingly important in applied
economic studies. This is demonstrated by growing numbers of
conferences and special issues of economic journals devoted to the
subject. Part III deals with studies in several major fields of
applied economics, such as labour and investment demand, labour
supply, consumption, transitions on the labour market, and finance.
The double emphasis of this book (theoretical and applied),
together with the fact that all the chapters have been written by
well-known specialists in the field, ensure that it will become a
standard textbook for all those who are concerned with the use of
panel data in econometrics, whether they are advanced students,
professional economists or researchers.
General
| Imprint: |
Springer
|
| Country of origin: |
Netherlands |
| Series: |
Advanced Studies in Theoretical and Applied Econometrics, 28 |
| Release date: |
September 2011 |
| First published: |
1992 |
| Editors: |
Laszlo Matyas
• Patrick Sevestre
|
| Dimensions: |
240 x 160 x 34mm (L x W x T) |
| Format: |
Paperback
|
| Pages: |
568 |
| Edition: |
Softcover reprint of the original 1st ed. 1992 |
| ISBN-13: |
978-9401066556 |
| Categories: |
Books >
Business & Economics >
Economics >
Econometrics >
General
|
| LSN: |
9401066558 |
| Barcode: |
9789401066556 |
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
