Baltagi, B: Companion to Econometric Analysis of

1. Auflage 2009
ISBN: 978-0-470-74403-1
Verlag: Wiley John + Sons

Buch, Englisch, 308 Seiten, Format (B × H): 168 mm x 244 mm, Gewicht: 520 g

'Econometric Analysis of Panel Data' has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).

Autoren/Hrsg.

Baltagi, Badi H.

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik

Inhaltsverzeichnis

Chapter 1 Partitioned regression and the Frisch-Waugh-Lovell theorem

Chapter 2: The one-way error component model

Chapter 3: The two-way error component model

Chapter 4: Test of hypotheses using panel data

Chapter 5: Heteroskedasticity and serial correlation

Chapter 6: Seemingly unrelated regressions with error components

Chapter 7: Simultaneous equations with error components

Chapter 8: Dynamic panels

Chapter 9: Unbalanced panels

Chapter 10: Special topics

Chapter 11: Limited dependent variables

Chapter 12: Nonstationary Panels

References

Über Autor(innen)

Badi H. Baltagi is Distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse University. He is a fellow of the Journal of Econometrics, a recipient of the Multa and Plura Scripsit Awards from Econometric Theory, and the Journal of Applied Econometrics Distinguished Authors Award.