Panel Data Econometrics: Theory
Author:   Mike Tsionas (Lancaster University Management School, Athens University of Economics and Business)
Publisher:   Elsevier Science Publishing Co Inc
ISBN:  

9780128143674


Pages:   432
Publication Date:   18 June 2019
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Panel Data Econometrics: Theory


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Overview

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.

Full Product Details

Author:   Mike Tsionas (Lancaster University Management School, Athens University of Economics and Business)
Publisher:   Elsevier Science Publishing Co Inc
Imprint:   Academic Press Inc
Weight:   0.700kg
ISBN:  

9780128143674


ISBN 10:   0128143673
Pages:   432
Publication Date:   18 June 2019
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

1. A synopsis of econometrics 2. Testing and correcting for endogeneity in nonlinear unobserved effects models 3. Nonlinear and related panel data models 4. Nonparametric estimation and inference for panel data models 5. Heterogeneity and endogeneity in panel stochastic frontier models 6. Bayesian estimation of panel count data models: dynamics, latent heterogeneity, serial error correlation, and nonparametric structures 7. Fixed effects likelihood approach for large panels 8. Panel vector autoregressions with binary data 9. Implementing generalized panel data stochastic frontier estimators 10. Panel cointegration techniques and open challenges 11. Alternative approaches to the econometrics of panel data 12. Analysis of panel data using R

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Author Information

Mike G. Tsionas is Professor of Economics in the Lancaster University Management School (Ph.D, 1994, University of Minnesota). He is a Fellow of the Journal of Econometrics, a Distinguished Author of the Journal of Applied Econometrics and an Associate Editor of Empirical Economics, Journal of Productivity Analysis, Economic Modelling, Journal of Mathematics and the Journal of Banking and Finance in the past. He has authored several books and 160 academic papers in such journals as Review of Economic Studies, Journal of the American Statistical Association, Journal of Econometrics, Journal of Applied Econometrics, Operations Research, European Journal of Operational Research, Journal of Economic Dynamics and Control, Journal of Banking and Finance, and several other leading Economics journals.

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