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

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 behavio...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Mátyás, László, Sevestre, Patrick
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin : Springer, ©2008.
Edición:3rd ed.
Colección:Advanced studies in theoretical and applied econometrics ; v. 46.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.