Overview

The aim of this volume is to provide 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 diffi­ culties 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.

Full Product Details

Author:   László Mátyás ,  Patrick Sevestre
Publisher:   Springer
Imprint:   Springer
Edition:   Softcover reprint of the original 1st ed. 1992
Volume:   28
Dimensions:   Width: 16.00cm , Height: 2.90cm , Length: 24.00cm
Weight:   0.902kg
ISBN:  

9789401066556

ISBN 10:   9401066558
Pages:   568
Publication Date:   20 September 2011
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
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Table of Contents

1. Formulation and Estimation of Econometric Models for Panel Data.- 1.1. History and Dynamics: How Should We View the Disturbances?.- 1.2. Methodological Developments.- 1.3. Applications of Panel Data Econometrics.- 1.4. Conclusions.- References.- I. Linear Models.- 2. Introduction to Linear Models for Panel Data.- 3. Fixed Effect Models and Fixed Coefficient Models.- 4. Error Components Models.- 5. Random Coefficients Models.- 6. Linear Dynamic Models.- 7. Simultaneous Equations.- 8. Panel Data with Measurement Errors.- 9. Specification Issues.- II. Nonlinear Models.- 10. Introduction to Nonlinear Models.- 11. Logit and Probit Models.- 12. Nonlinear Latent Variable Models.- 13. Incomplete Panels and Selection Bias.- 14. Pseudo Panel Data.- 15. Point Processes.- III. Selected Applications.- to the Applications.- 16. Dynamic Labour Demand Models.- IT. Econometric Models of Company Investment.- 18. Consumption Dynamics and Panel Data: A Survey.- 19. Estimation of Labour Supply Functions Using Panel Data: A Survey.- 20. Individual Labour Market Transitions.- 21. Modelling Companies9 Dividend Policy Using Account Panel Data.- 22. Software Review.

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