Longitudinal and Panel Data: Analysis and Applications in the Social Sciences
Author:   Edward W. Frees (University of Wisconsin, Madison)
Publisher:   Cambridge University Press
ISBN:  

9780511790928


Publication Date:   05 September 2012
Format:   Undefined
Availability:   Available To Order   Availability explained
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Longitudinal and Panel Data: Analysis and Applications in the Social Sciences


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Author:   Edward W. Frees (University of Wisconsin, Madison)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press (Virtual Publishing)
ISBN:  

9780511790928


ISBN 10:   0511790929
Publication Date:   05 September 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Undefined
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

1. Introduction; Part I. Linear Models: 2. Fixed effects models; 3. Models with random effects; 4. Prediction and Bayesian Inference; 5. Multilevel models; 6. Random regressors; 7. Modeling issues; 8. Dynamic models; Part II. Nonlinear Models: 9. Binary dependent variables; 10. Generalized linear models; 11. Categorical dependent variables and survival models; Appendix A. Elements of Matrix Algebra; Appendix B. Normal distribution; Appendix C. Likelihood-based inference; Appendix D. Kalman Filter; Appendix E. Symbols and notation; Appendix F. Selected longitudinal and panel data sets; Appendix G. References.

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E. W. Frees is a Professor of Business at the University of Wisconsin-Madison and is holder of the Fortis Health Insurance Professorship of Actuarial Science. He is a Fellow of both the Society of Actuaries and the American Statistical Association. He has served in several editorial capacities including Editor of the North American Actuarial Journal and Associate Editor for Insurance: Mathematics and Economics. An award-winning researcher, he as published in the leading refereed academic journals in Business and Economics and Theoretical and Applied Statistics.

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