Econometric Analysis of Panel Data, 4th Ed.

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John Wiley & Sons, 4th edition, 2008

by Badi Baltagi

Badi Baltagi's Econometric Analysis of Panel Data is one of the leading textbooks for postgraduate courses in panel data. The 4th edition features recent developments in the field, and covers recent empirical examples from the literature. It also examines dynamic panel data models, non-linear panel models, and limited dependent variables panel data models.

RATS examples from Econometric Analysis of Panel Data

Contents

1. Introduction
2. The One-way Error Component Regression Model
3. The Two-way Error Component Regression Model
4. Test of Hypotheses with Panel Data
5. Heteroskedasticity and Serial Correlation in the Error Component Model
6. Seemingly Unrelated Regressions with Error Components
7. Simultaneous Equations with Error Components
8. Dynamic Panel Data Models
9. Unbalanced Panel Data Models
10. Special Topics
11. Limited Dependent Variables and Panel Data
12. Nonstationary Panels

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