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Author: Badi H. Baltagi Publisher: Emerald Group Publishing ISBN: 1781903085 Category : Business & Economics Languages : en Pages : 576
Book Description
Aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business and social science literature.
Author: Badi H. Baltagi Publisher: Emerald Group Publishing ISBN: 0444521720 Category : Business & Economics Languages : en Pages : 399
Book Description
This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics.
Author: Lászlo Mátyás Publisher: Springer Science & Business Media ISBN: 3540758925 Category : Business & Economics Languages : en Pages : 966
Book Description
This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.
Author: M. Hashem Pesaran Publisher: Oxford University Press ISBN: 0198736916 Category : Business & Economics Languages : en Pages : 1095
Book Description
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Author: Badi Baltagi Publisher: John Wiley & Sons ISBN: 0470518863 Category : Business & Economics Languages : en Pages : 239
Book Description
Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.
Author: Laszlo Matyas Publisher: Springer ISBN: 3319607839 Category : Business & Economics Languages : en Pages : 467
Book Description
This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available models formulations became more complex, the estimation and hypothesis testing methods more sophisticated. The interaction between economics and econometrics resulted in a huge publication output, deepening and widening immensely our knowledge and understanding in both. The traditional panel data, by nature, are two-dimensional. Lately, however, as part of the big data revolution, there has been a rapid emergence of three, four and even higher dimensional panel data sets. These have started to be used to study the flow of goods, capital, and services, but also some other economic phenomena that can be better understood in higher dimensions. Oddly, applications rushed ahead of theory in this field. This book is aimed at filling this widening gap. The first theoretical part of the volume is providing the econometric foundations to deal with these new high-dimensional panel data sets. It not only synthesizes our current knowledge, but mostly, presents new research results. The second empirical part of the book provides insight into the most relevant applications in this area. These chapters are a mixture of surveys and new results, always focusing on the econometric problems and feasible solutions.
Author: Erik Biørn Publisher: Oxford University Press ISBN: 0198753446 Category : Business & Economics Languages : en Pages : 417
Book Description
Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, months, etc.). Panel data allow examination of problems that cannot be handled by cross-section data or time-series data. Panel data analysis is a core field in modern econometrics and multivariate statistics, and studies based on such data occupy a growing part of the field in many other disciplines. The book is intended as a text for master and advanced undergraduate courses. It may also be useful for PhD-students writing theses in empirical and applied economics and readers conducting empirical work on their own. The book attempts to take the reader gradually from simple models and methods in scalar (simple vector) notation to more complex models in matrix notation. A distinctive feature is that more attention is given to unbalanced panel data, the measurement error problem, random coefficient approaches, the interface between panel data and aggregation, and the interface between unbalanced panels and truncated and censored data sets. The 12 chapters are intended to be largely self-contained, although there is also natural progression. Most of the chapters contain commented examples based on genuine data, mainly taken from panel data applications to economics. Although the book, inter alia, through its use of examples, is aimed primarily at students of economics and econometrics, it may also be useful for readers in social sciences, psychology, and medicine, provided they have a sufficient background in statistics, notably basic regression analysis and elementary linear algebra.
Author: Marc Nerlove
Author: Marc Nerlove
Author: Donald W. K. Andrews
Author: Kamyar Nasseh
Author: Badi H. Baltagi
Author: Badi H. Baltagi
Author: Lászlo Mátyás
Author: M. Hashem Pesaran
Author: Badi Baltagi
Author: Laszlo Matyas
Author: Erik Biørn