Econometric analysis of panel data

Econometric analysis of panel data

by Baltagi, Badi H., (Badi Hani)

Type Book
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Title Statements

  • Full title :Econometric analysis of panel data / Badi H. Baltagi.

Edition Statements

  • Publication Date:©2021
  • Edition:Sixth edition

Publication Statements

  • Publisher(s):Springer
  • Place of Publication:Cham, Switzerland
  • Language:eng
  • Publication Date:©2021

Notes

Previous edition: Chichester: John Wiley & Sons, 2013.

The Physical Object

  • Description:xx, 424 pages ; : 25 cm.

Edition Identifiers

  • ISBN:9783030539528, 3030539520
  • oclc:on1246527649
  • LC Classification:HB139
  • Dewey Decimal:330.01/5195

Table of Contents

Introduction -- The one-way error component regression model -- The two-way error component regression model -- Test of hypotheses with panel data -- Heteroskedasticity and serial correlation in the error component model -- Seeming unrelated regressions with error components -- Simultaneous equations with error components -- Dynamic panel data models -- Unbalanced panel data models -- Special topics -- Limited dependent variables and panel data -- Nonstationary panels -- Spatial panel data models.

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