Badi H. Baltagi

Broschiertes Buch

Econometric Analysis of Panel Data

Beschreibung

Panel data econometrics has evolved rapidly over the last decade. Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners.

Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data.

This new edition has been fully revised and updated and includes:
A new chapter entitled Spatial Panel Data
New empirical applications
New material on non-stationary panels.
New empirical applications using Stata and EViews.
Thoroughly updated References.
Additional exercises in each chapter
This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly. Since its first publication in 1995, it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data."
Professor Kajal Lahiri, State University of New York, Albany, USA.

"Econometric Analysis of Panel Data is a classic in its field, used by researchers and graduate students throughout the world. In this new edition, Professor Baltagi has incorporated extensive new material, reflecting recent advances in the panel data literature in areas such as dynamic (including non-stationary) and limited dependent variable panel data models. It is an invaluable read for anyone interested in panel data." Professor Gary Koop, University of Strathclyde, UK.

"This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference."
Professor Peter Schmidt, Michigan State University, USA.

Produktdetails

• Verlag: Wiley & Sons
• 5. Aufl.
• Seitenzahl: 388
• Abmessung: 244mm x 170mm x 21mm
• Gewicht: 688g
• ISBN-13: 9781118672327
• ISBN-10: 1118672321
• Artikelnr.: 39318309

Rezensionen

"This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly. Since its first publication in 1995, it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data."
Professor Kajal Lahiri, State University of New York, Albany, USA.

"Baltagi covers many of the recent developments in the literature on econometric analysis of panel data models. It is aimed at graduate students but many of its

introductory chapters could also be helpful to advanced undergraduates and applied researchers across many disciplines including economics, finance, sociology, and politics. Baltagi has a gift explaining difficult concepts and ideas in a simple language, accessible to researchers and students alike. It is a timely and welcome addition to a growing literature."
Professor M. Hashem Pesaran, University of Southern California, and Trinity College, Cambridge

"Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications."
Professor Peter C.B. Phillips, Cowles Foundation, Yale University, USA.

"Econometric Analysis of Panel Data is a classic in its field, used by researchers and graduate students throughout the world. In this new edition, Professor Baltagi has incorporated extensive new material, reflecting recent advances in the panel data literature in areas such as dynamic (including non-stationary) and limited dependent variable panel data models. It is an invaluable read for anyone interested in panel data." Professor Gary Koop, University of Strathclyde, UK.

"This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference."
Professor Peter Schmidt, Michigan State University, USA.