Nonstationary Panels, Panel Cointegration, and Dynamic Panels PDF Download

Author: Badi H. Baltagi
Publisher: Elsevier
ISBN: 0762306882
Category : Business & Economics
Languages : en
Pages : 351

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Book Description
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.

Author: Lászlo Mátyás
Publisher: Advanced Studies in Theoretical and Applied Econometrics
ISBN:
Category : Business & Economics
Languages : en
Pages : 992

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Book Description
This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.

Author: Yves Croissant
Publisher: John Wiley & Sons
ISBN: 1118949188
Category : Mathematics
Languages : en
Pages : 435

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Book Description
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Author: Theodore W. Anderson
Publisher: John Wiley & Sons
ISBN: 1118150392
Category : Mathematics
Languages : en
Pages : 722

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Book Description
The Wiley Classics Library consists of selected books that havebecome recognized classics in their respective fields. With thesenew unabridged and inexpensive editions, Wiley hopes to extend thelife of these important works by making them available to futuregenerations of mathematicians and scientists. Currently availablein the Series: T. W. Anderson Statistical Analysis of Time SeriesT. S. Arthanari & Yadolah Dodge Mathematical Programming inStatistics Emil Artin Geometric Algebra Norman T. J. Bailey TheElements of Stochastic Processes with Applications to the NaturalSciences George E. P. Box & George C. Tiao Bayesian Inferencein Statistical Analysis R. W. Carter Simple Groups of Lie TypeWilliam G. Cochran & Gertrude M. Cox Experimental Designs,Second Edition Richard Courant Differential and Integral Calculus,Volume I Richard Courant Differential and Integral Calculus, VolumeII Richard Courant & D. Hilbert Methods of MathematicalPhysics, Volume I Richard Courant & D. Hilbert Methods ofMathematical Physics, Volume II D. R. Cox Planning of ExperimentsHarold M. S. Coxeter Introduction to Modern Geometry, SecondEdition Charles W. Curtis & Irving Reiner Representation Theoryof Finite Groups and Associative Algebras Charles W. Curtis &Irving Reiner Methods of Representation Theory with Applications toFinite Groups and Orders, Volume I Charles W. Curtis & IrvingReiner Methods of Representation Theory with Applications to FiniteGroups and Orders, Volume II Bruno de Finetti Theory ofProbability, Volume 1 Bruno de Finetti Theory of Probability,Volume 2 W. Edwards Deming Sample Design in Business Research Amosde Shalit & Herman Feshbach Theoretical Nuclear Physics, Volume1 --Nuclear Structure J. L. Doob Stochastic Processes NelsonDunford & Jacob T. Schwartz Linear Operators, Part One, GeneralTheory Nelson Dunford & Jacob T. Schwartz Linear Operators,Part Two, Spectral Theory--Self Adjoint Operators in Hilbert SpaceNelson Dunford & Jacob T. Schwartz Linear Operators, PartThree, Spectral Operators Herman Fsehbach Theoretical NuclearPhysics: Nuclear Reactions Bernard Friedman Lectures onApplications-Oriented Mathematics Gerald d. Hahn & Samuel S.Shapiro Statistical Models in Engineering Morris H. Hansen, WilliamN. Hurwitz & William G. Madow Sample Survey Methods and Theory,Volume I--Methods and Applications Morris H. Hansen, William N.Hurwitz & William G. Madow Sample Survey Methods and Theory,Volume II--Theory Peter Henrici Applied and Computational ComplexAnalysis, Volume 1--Power Series--lntegration--ConformalMapping--Location of Zeros Peter Henrici Applied and ComputationalComplex Analysis, Volume 2--Special Functions--IntegralTransforms--Asymptotics--Continued Fractions Peter Henrici Appliedand Computational Complex Analysis, Volume 3--Discrete FourierAnalysis--Cauchy Integrals--Construction of ConformalMaps--Univalent Functions Peter Hilton & Yel-Chiang Wu A Coursein Modern Algebra Harry Hochetadt Integral Equations Erwin O.Kreyezig Introductory Functional Analysis with Applications WilliamH. Louisell Quantum Statistical Properties of Radiation All HasanNayfeh Introduction to Perturbation Techniques Emanuel ParzenModern Probability Theory and Its Applications P.M. Prenter Splinesand Variational Methods Walter Rudin Fourier Analysis on Groups C.L. Siegel Topics in Complex Function Theory, Volume I--EllipticFunctions and Uniformization Theory C. L. Siegel Topics in ComplexFunction Theory, Volume II--Automorphic and Abelian integrals C. LSiegel Topics in Complex Function Theory, Volume III--AbelianFunctions & Modular Functions of Several Variables J. J. StokerDifferential Geometry J. J. Stoker Water Waves: The MathematicalTheory with Applications J. J. Stoker Nonlinear Vibrations inMechanical and Electrical Systems

Author: Lászlo Mátyás
Publisher: Springer Science & Business Media
ISBN: 3540758925
Category : Business & Economics
Languages : en
Pages : 966

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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: Badi Hani Baltagi
Publisher:
ISBN: 0199940045
Category : Business & Economics
Languages : en
Pages : 705

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Book Description
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.

Author: László Mátyás
Publisher: Springer Science & Business Media
ISBN: 9400901372
Category : Business & Economics
Languages : en
Pages : 944

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Book Description
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 Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections 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 pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Author: Erik Biørn
Publisher: Oxford University Press
ISBN: 0198753446
Category : Business & Economics
Languages : en
Pages : 417

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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: Cheng Hsiao
Publisher: Cambridge University Press
ISBN: 9780521522717
Category : Business & Economics
Languages : en
Pages : 388

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Book Description
This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time. Copyright © Libri GmbH. All rights reserved.

Author: Junji Nakagawa
Publisher: Routledge
ISBN: 0415649870
Category : Business & Economics
Languages : en
Pages : 386

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Book Description
This revealing book analyzes the different methods employed to manage globalization and development, including contributions from a renowned international team including Barbara Stallings, Alicia Giron and J.C. Ferraz.