The econometrics of panel data : fundamentals and recent developments in theory and practice

Lászlo Mátyás, Patrick Sevestre (eds.)

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.

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[目次]

  • Fundamentals.- Fixed Effects Models and Fixed Coefficients Models.- Error Components Models.- Endogenous Regressors and Correlated Effects.- The Chamberlain Approach to Panel Data: An Overview and Some Simulations.- Random Coefficient Models.- Parametric Binary Choice Models.- Advanced Topics.- Dynamic Models for Short Panels.- Unit Roots and Cointegration in Panels.- Measurement Errors and Simultaneity.- Pseudo-Panels and Repeated Cross-Sections.- Attrition, Selection Bias and Censored Regressions.- Simulation Techniques for Panels: Efficient Importance Sampling.- Semi-parametric and Non-parametric Methods in Panel Data Models.- Panel Data Modeling and Inference: A Bayesian Primer.- To Pool or Not to Pool?.- Duration Models and Point Processes.- GMM for Panel Data Count Models.- Spatial Panel Econometrics.- Applications.- Foreign Direct Investment: Lessons from Panel Data.- Stochastic Frontier Analysis and Efficiency Estimation.- Econometric Analyses of Linked Employer-Employee Data.- Life Cycle Labor Supply and Panel Data: A Survey.- Dynamic Policy Analysis.- Econometrics of Individual Labor Market Transitions.- Software Review.

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この本の情報

書名 The econometrics of panel data : fundamentals and recent developments in theory and practice
著作者等 Mátyás, László
Sevestre, Patrick
Matyas Laszlo
シリーズ名 Advanced studies in theoretical and applied econometrics
出版元 Springer
刊行年月 c2008
版表示 3rd ed
ページ数 xxvi, 950 p.
大きさ 25 cm
ISBN 9783540758891
NCID BA85901185
※クリックでCiNii Booksを表示
言語 英語
出版国 ドイツ
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