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eBook Econometric Analysis of Panel Data download
Moneymaking
Author: Badi H. Baltagi
ISBN: 0471953008
Subcategory: Economics
Pages 270 pages
Publisher John Wiley & Sons; 1 edition (March 14, 1995)
Language English
Category: Moneymaking
Rating: 4.8
Votes: 854
ePUB size: 1541 kb
FB2 size: 1408 kb
DJVU size: 1566 kb
Other formats: azw lit txt doc

eBook Econometric Analysis of Panel Data download

by Badi H. Baltagi


Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence.

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.

I great book for Econometric that focused very much on examples.

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He was previously at TexasA&M University and the University of Houston.

Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners.

Advantages of panel data analysis. Baltagi, B. Econometric Analysis of Panel Data, Wiley. Panels are more informative than simple time series of aggregates, as they allow tracking individual histories. A 10% unemployment rate is less informative than a panel of individuals with all of them unemployed 10% of the time or one with 10% always unemployed; ◮ Panels are more informative than cross-sections, as they reect dynamics and Granger causality across variables. Hsiao, C. Analysis of Panel Data, Cambridge University Press.

This book provides both a rigorous introduction to standard panel estimators as well as concise explanations of many newer, more advanced techniques.

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Start by marking Econometric Analysis of Panel Data as Want to Read .

Start by marking Econometric Analysis of Panel Data as Want to Read: Want to Read savin. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA.

Panel data (also known as longitudinal or cross-sectional time-series data) is a dataset in which the behavior of entities are observed across time. Econometric Analysis of Panel Data, Badi H. Baltagi, Wiley, 2008. Introduction to econometrics, James H. Stock, Mark W. Watson. These entities could be states, companies, individuals, countries, etc. Panel data looks like this. 2nd e. Boston: Pearson Addison Wesley, 2007. Statistical Analysis: an interdisciplinary introduction to univariate & multivariate methods, Sam Kachigan, New York : Radius Press, c1986.

Econometric Analysis of Panel Data Badi H. Baltagi This new text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The book includes extensive coverage of estimation, testing and prediction methods using panel data. Baltagi uses two data sets to illustrate the techniques used and cites several empirical studies using panel techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods, making this text entirely accessible to students.
Conjukus
The review posted by the anonymous reader from CT seems a little too harsh to me. The book offers a decent overview over many interesting areas of panel data. In particular, one and two way error components are discussed, one chapter is devoted to hypotheses testing, heteroscedasticity and serial correlation and dynamic panel data models respectively. However it is true, that the authour does not provide much help to understand the literature which is just reproduced (often word by word from the papers!). The book is not recommended to someone who wants to read about Panel Data but doesn't have a lot of knowledge about the subject yet.
Kearanny
The first sentence of the first comment apparently confuses "mere" with "slight". Also, his judgement is too harsh. The book definitely deserves two stars.