› › Nonstationary Panels Panel Cointegration And Dynamic Panels

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

Author : Badi H. Baltagi

Publisher : Elsevier

Page : 351 pages

File Size : 33,85 MB

Release : 2000

Category : Business & Economics

ISBN : 0762306882

Get eBook

Book Description

In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.





The Econometrics of Panel Data

Author : Lászlo Mátyás

Publisher : Springer Science & Business Media

Page : 966 pages

File Size : 23,30 MB

Release : 2008-04-06

Category : Business & Economics

ISBN : 3540758925

Get eBook

Book Description

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.



The Oxford Handbook of Panel Data

Author : Badi Hani Baltagi

Publisher :

Page : 705 pages

File Size : 21,62 MB

Release : 2015

Category : Business & Economics

ISBN : 0199940045

Get eBook

Book Description

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.



Econometric Analysis of Panel Data

Author : Badi H. Baltagi

Publisher : John Wiley & Sons

Page : 328 pages

File Size : 21,24 MB

Release : 2005-07-18

Category : Business & Economics

ISBN :

Get eBook

Book Description

Econometric Analysis of Panel Data has become established as one of the leading textbooks for students of panel data. The significantly revised and updated third edition from one of the leading researchers and writers in this field builds upon the success of previous editions, and includes the most recent empirical examples from panel data literature. Updated topics include dynamic panels, nonstationary panels, limited dependent variable models, heteroskedastic panels, heterogeneous panels and spatial panels. Other notable features of this third edition: The chapter on nonstationary panels has been completely rewritten and updated to include the recent unit root panel tests with cross-section dependence, and an empirical application is given on purchasing power parity, which is illustrated using Eviews. An empirical example on nursing labor supply has been added, illustrating limited dependent variables methods with panel data. Additional exercises have been added to each chapter and their solutions will be provided on the website. TSP, EViews and Stata output examples are given throughout the book. A simultaneous equation on crime has been added and is illustrated with Stata. Material on heteroske4dasticity in panels is completely revised and updated with recent estimation and testing results.



Panel Data Econometrics

Author : Manuel Arellano

Publisher : Oxford University Press

Page : 244 pages

File Size : 31,39 MB

Release : 2003

Category : Business & Economics

ISBN : 0199245282

Get eBook

Book Description

Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.



Econometric Analysis of Panel Data

Author : Badi Baltagi

Publisher : John Wiley & Sons

Page : 239 pages

File Size : 50,87 MB

Release : 2008-06-30

Category : Business & Economics

ISBN : 0470518863

Get eBook

Book Description

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 reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.



Large-dimensional Panel Data Econometrics: Testing, Estimation And Structural Changes

Author : Feng Qu

Publisher : World Scientific

Page : 167 pages

File Size : 18,18 MB

Release : 2020-08-24

Category : Business & Economics

ISBN : 9811220794

Get eBook

Book Description

This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.



The Economics and Econometrics of the Energy-Growth Nexus

Author : Angeliki Menegaki

Publisher : Academic Press

Page : 416 pages

File Size : 31,43 MB

Release : 2018-03-29

Category : Business & Economics

ISBN : 0128127473

Get eBook

Book Description

The Economics and Econometrics of the Energy-Growth Nexus recognizes that research in the energy-growth nexus field is heterogeneous and controversial. To make studies in the field as comparable as possible, chapters cover aggregate energy and disaggregate energy consumption and single country and multiple country analysis. As a foundational resource that helps researchers answer fundamental questions about their energy-growth projects, it combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus. The book provides order and guidance, enabling researchers to feel confident that they are adhering to widely accepted assumptions and procedures. Provides guidance about selecting and implementing econometric tools and interpreting empirical findings Equips researchers to get clearer pictures of the most robust relationships between variables Covers up-to-date empirical and econometric methods Combines theory and practice to classify and summarize the literature and explain the econometrics of the energy-growth nexus



Recent Developments in the Econometrics of Panel Data

Author : Badi Hani Baltagi

Publisher : Edward Elgar Publishing

Page : 0 pages

File Size : 31,28 MB

Release : 2002

Category : Econometrics

ISBN : 9781840649673

Get eBook

Book Description

In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992-2001, thus providing an update on developments in the field since the two volumes edited by G.S. Maddala in 1993, which covered the period from 1966-1992. Topics covered in these latest volumes include core articles on dynamic panels and the generalized method of moments, heterogeneous panels, non-stationary panels including spurious regression, unit roots and tests for cointegration in panels, limited dependent variable models using panel data including models with censored endogenous variables and sample selection, non-linear panel data models, unbalanced panels, pseudo-panels and specification tests in panels.