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9781138389663

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This book succeeds well by separation and estimation of common factors, while idiosyncratic error components add a new dimension to the panel data literature with cross sectional dependence. The text is accompanied by estimation codes and interesting applications illustrating the power of the generalized models. , Almas Heshmati, Professor of Economics, Joenkoeping University, Sweden Donggyu Sul uses recent developments in practical factor analysis to illuminate the interaction of the time-series and cross-section dimensions of panels. The techniques are illustrated with many empirical examples, often based on his research. Matlab, Gauss and Stata codes are provided. The clear and distinctive approach of this book makes it essential reading for everyone working with panel data. , Ron Smith, Birkbeck, University of London, UK

This book succeeds well by separation and estimation of common factors, while idiosyncratic error components add a new dimension to the panel data literature with cross sectional dependence. The text is accompanied by estimation codes and interesting applications illustrating the power of the generalized models. , Almas Heshmati, Professor of Economics, Joenkoeping University, Sweden Donggyu Sul uses recent developments in practical factor analysis to illuminate the interaction of the time-series and cross-section dimensions of panels. The techniques are illustrated with many empirical examples, often based on his research. Matlab, Gauss and Stata codes are provided. The clear and distinctive approach of this book makes it essential reading for everyone working with panel data. , Ron Smith, Birkbeck, University of London, UK

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Donggyu Sul is currently the John Kain Professor of Economics at the University of Texas at Dallas, USA. He specializes in panel data econometrics, international finance, and empirical economic growth, and his articles have been published in numerous major research journals.

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