The Oxford Handbook of Panel Data

Erscheinungsjahr 2015
ISBN: 978-0-19-994004-2
Verlag: Oxford University Press

Buch, Englisch, 704 Seiten, Format (B × H): 251 mm x 175 mm, Gewicht: 1338 g

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.

Autoren/Hrsg.

Baltagi, Badi H.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsprognose
• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Wirtschaftsstatistik, Demographie

Inhaltsverzeichnis

- Introduction

- Badi H. Baltagi

- PART I: PANEL DATA MODELS AND METHODS

- 1. Large Panel Data Models with Cross-Sectional Dependence: A Survey

- Alexander Chudik and Hashem Pesaran

- 2. Panel Cointegration

- In Choi

- 3. Dynamic Panel Data Models

- Maurice J. G. Bun and Vasilis Sarafidis

- 4. Incidental Parameters and Dynamic Panel Modeling

- Hyungsik Roger Moon, Benoit Perron, and Peter C.B. Phillips

- 5. Unbalanced Panel Data Models with Interactive Effects

- Jushan Bai, Yuan Liao, and Jisheng Yang

- 6. Panel Data Models for Discrete Choice

- William Greene

- 7. Panel Conditional and Multinomial Logit Estimators

- Myoung-jae Lee

- 8. Count Panel Data

- A. Colin Cameron and Pravin K. Trivedi

- 9. Treatment Effects and Panel Data

- Michael Lechner

- 10. Nonparametric Panel Data Regression Models

- Yiguo Sun, Yu Yvette Zhang, and Qi Li

- 11. Measurement Error in Panel Data

- Erik Meijer, Laura Spierdijk, and Tom Wansbeek

- 12. Spatial Panel Data Models

- Lung-fei Lee and Jihai Yu

- 13. Random Coefficient Models in Panels

- Cheng Hsiao

- 14. Robust Panel Data Methods and Influential Observations

- Badi H. Baltagi and Georges Bresson

- PART II: PANEL DATA APPLICATIONS

- 15. The Analysis of Macroeconomic Panel Data

- Joerg Breitung

- 16. Cohort Data in Health Economics

- Stephanie von Hinke Kessler Scholder and Andrew M. Jones

- 17. Panel Data and Productivity Measurement

- Robin C. Sickles, Jiaqi Hao, and Chenjun Shang

- 18. Panel Data Discrete Choice Models of Consumer Demand

- Michael Keane

- 19. Panel Econometrics of Labor Market Outcomes

- Thomas J. Kniesner and James P. Ziliak

- 20. Panel Data Gravity Models of International Trade

- Badi H. Baltagi, Peter Egger, and Michael Pfaffermayr

Über Autor(innen)

Badi H. Baltagi is distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, The Maxwell School, Syracuse University. He received his Ph.D. in Economics at the University of Pennsylvania in 1979. He is also part-time Chair in Economics, University of Leicester, and was a visiting Professor at the University of Arizona and the University of California, San Diego. He is the author or editor of many books and articles that have appeared in the leading economics and statistics journals.