Econometric analysis of panel data:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
2008
|
| Ausgabe: | 4. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene unveränderte Nachdrucke |
| Beschreibung: | XIII, 351 S. |
| ISBN: | 9780470518861 |
Internformat
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| 100 | 1 | |a Baltagi, Badi H. |d 1954- |e Verfasser |0 (DE-588)128356812 |4 aut | |
| 245 | 1 | 0 | |a Econometric analysis of panel data |c Badi H. Baltagi |
| 250 | |a 4. ed. | ||
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 2008 | |
| 300 | |a XIII, 351 S. | ||
| 336 | |b txt |2 rdacontent | ||
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| 650 | 7 | |a Mikroökonometrie |2 stw | |
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| 650 | 4 | |a Ökonometrie - Panelanalyse | |
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Datensatz im Suchindex
| _version_ | 1804137329710858240 |
|---|---|
| adam_text | Contents
Preface
2.3
The Random Effects
Model
2.4
Maximum
Likelihood Estimation
2.5
Prediction
2.6
Examples
2.7
Selected Applications
2.8
Computational Note
Notes
Problems
The Two-way Error Component
Regression Model
3.1
Introduction
3.2
The Fixed Effects Model
3.3
The Random Effects Model
3.4
Maximum Likelihood Estimation
3.5
Prediction
3.6
Examples
3.7
Selected Applications
Xl
1
Introduction
1
1.1
Panel Data: Some Examples
1
1.2
Why Should We Use Panel Data? Their Benefits and Limitations
6
Note
11
2
The One-way Error Component Regression Model
13
2.1
Introduction
13
2.2
The Fixed Effects Model
14
17
22
23
24
31
31
31
32
35
35
35
37
42
44
45
48
Notes
50
Problems
50
Test of Hypotheses with Panel Data
57
4.1
Tests for Poolability of the Data
57
4.2
Tests for Individual and Time Effects
63
Contents
4.3
Hausman s Specification Test
72
4.4
Further Reading
81
Notes
82
Problems
82
5
Heteroskedasticity and Serial Correlation in the Error
Component Model
87
5.1
Heteroskedasticity
87
5.2
Serial Correlation
92
Notes
112
Problems
113
6
Seemingly Unrelated Regressions with Error Components
115
6.1
The One-way Model
115
6.2
The Two-way Model
116
6.3
Applications and Extensions
117
Problems
119
7
Simultaneous Equations with Error Components
121
7.1
Single Equation Estimation
121
7.2
Empirical Example: Crime in North Carolina
124
7.3
System Estimation
130
7.4
The Hausman and Taylor Estimator
133
7.5
Empirical Example: Earnings Equation Using PSID Data
136
7.6
Further Reading and Extensions
140
Notes
141
Problems
142
8
Dynamic Panel Data Models
147
8.1
Introduction
147
8.2
The Arellano and Bond Estimator
149
8.3
The Arellano and Bover Estimator
155
8.4
The
Ahn
and Schmidt Moment Conditions
158
8.5
The Blundell and Bond System GMM Estimator
160
8.6
The
Keane
and Runkle Estimator
162
8.7
Further Developments
164
8.8
Empirical Examples
170
8.9
Further Reading
173
Notes
178
Problems
179
9
Unbalanced Panel Data Models
181
9.1
Introduction
181
9.2
The Unbalanced One-way Error Component Model
181
9.3
Empirical Example: Hedonic Housing
187
9.4
The Unbalanced Two-way Error Component Model
191
Contents
9.5
Testing
for Individual and Time Effects Using
Unbalanced Panel Data
193
9.6
The Unbalanced Nested Error Component Model
196
Notes
200
Problems
201
10
Special Topics
205
10.1
Measurement Error and Panel Data
205
10.2
Rotating Panels
208
10.3
Pseudo-panels
210
10.4
Alternative Methods of Pooling Time Series of Cross-Section Data
214
10.5
Spatial Panels
216
10.6
Short-run vs. Long-run Estimates in Pooled Models
219
10.7
Heterogeneous Panels
220
10.8
Count Panel Data
226
Notes
233
Problems
233
11
Limited Dependent Variables and Panel Data
237
11.1
Fixed and Random Logit and
Probit
Models
237
11.2
Simulation Estimation of Limited Dependent Variable Models with
Panel Data
245
11.3
Dynamic Panel Data Limited Dependent Variable Models
246
11.4
Selection Bias in Panel Data
251
11.5
Censored and Truncated Panel Data Models
256
11.6
Empirical Applications
260
11.7
Empirical Example: Nurses Labor Supply
262
11.8
Further Reading
266
Notes
268
Problems
269
12
Nonstationary Panels
273
12.1
Introduction
273
12.2
Panel Unit Roots Tests Assuming Cross-sectional Independence
275
12.3
Panel Unit Roots Tests Allowing for Cross-sectional Dependence
284
12.4
Spurious Regression in Panel Data
287
12.5
Panel
Cointegration
Tests
292
і
2.6
Estimation and Inference in Panel
Cointegration
Models
298
12.7
Empirical Example: Purchasing Power Parity
301
12.8
Further Reading
303
Notes
308
Problems
308
References
311
Index
337
|
| adam_txt |
Contents
Preface
2.3
The Random Effects
Model
2.4
Maximum
Likelihood Estimation
2.5
Prediction
2.6
Examples
2.7
Selected Applications
2.8
Computational Note
Notes
Problems
The Two-way Error Component
Regression Model
3.1
Introduction
3.2
The Fixed Effects Model
3.3
The Random Effects Model
3.4
Maximum Likelihood Estimation
3.5
Prediction
3.6
Examples
3.7
Selected Applications
Xl
1
Introduction
1
1.1
Panel Data: Some Examples
1
1.2
Why Should We Use Panel Data? Their Benefits and Limitations
6
Note
11
2
The One-way Error Component Regression Model
13
2.1
Introduction
13
2.2
The Fixed Effects Model
14
17
22
23
24
31
31
31
32
35
35
35
37
42
44
45
48
Notes
50
Problems
50
Test of Hypotheses with Panel Data
57
4.1
Tests for Poolability of the Data
57
4.2
Tests for Individual and Time Effects
63
Contents
4.3
Hausman's Specification Test
72
4.4
Further Reading
81
Notes
82
Problems
82
5
Heteroskedasticity and Serial Correlation in the Error
Component Model
87
5.1
Heteroskedasticity
87
5.2
Serial Correlation
92
Notes
112
Problems
113
6
Seemingly Unrelated Regressions with Error Components
115
6.1
The One-way Model
115
6.2
The Two-way Model
116
6.3
Applications and Extensions
117
Problems
119
7
Simultaneous Equations with Error Components
121
7.1
Single Equation Estimation
121
7.2
Empirical Example: Crime in North Carolina
124
7.3
System Estimation
130
7.4
The Hausman and Taylor Estimator
133
7.5
Empirical Example: Earnings Equation Using PSID Data
136
7.6
Further Reading and Extensions
140
Notes
141
Problems
142
8
Dynamic Panel Data Models
147
8.1
Introduction
147
8.2
The Arellano and Bond Estimator
149
8.3
The Arellano and Bover Estimator
155
8.4
The
Ahn
and Schmidt Moment Conditions
158
8.5
The Blundell and Bond System GMM Estimator
160
8.6
The
Keane
and Runkle Estimator
162
8.7
Further Developments
164
8.8
Empirical Examples
170
8.9
Further Reading
173
Notes
178
Problems
179
9
Unbalanced Panel Data Models
181
9.1
Introduction
181
9.2
The Unbalanced One-way Error Component Model
181
9.3
Empirical Example: Hedonic Housing
187
9.4
The Unbalanced Two-way Error Component Model
191
Contents
9.5
Testing
for Individual and Time Effects Using
Unbalanced Panel Data
193
9.6
The Unbalanced Nested Error Component Model
196
Notes
200
Problems
201
10
Special Topics
205
10.1
Measurement Error and Panel Data
205
10.2
Rotating Panels
208
10.3
Pseudo-panels
210
10.4
Alternative Methods of Pooling Time Series of Cross-Section Data
214
10.5
Spatial Panels
216
10.6
Short-run vs. Long-run Estimates in Pooled Models
219
10.7
Heterogeneous Panels
220
10.8
Count Panel Data
226
Notes
233
Problems
233
11
Limited Dependent Variables and Panel Data
237
11.1
Fixed and Random Logit and
Probit
Models
237
11.2
Simulation Estimation of Limited Dependent Variable Models with
Panel Data
245
11.3
Dynamic Panel Data Limited Dependent Variable Models
246
11.4
Selection Bias in Panel Data
251
11.5
Censored and Truncated Panel Data Models
256
11.6
Empirical Applications
260
11.7
Empirical Example: Nurses Labor Supply
262
11.8
Further Reading
266
Notes
268
Problems
269
12
Nonstationary Panels
273
12.1
Introduction
273
12.2
Panel Unit Roots Tests Assuming Cross-sectional Independence
275
12.3
Panel Unit Roots Tests Allowing for Cross-sectional Dependence
284
12.4
Spurious Regression in Panel Data
287
12.5
Panel
Cointegration
Tests
292
і
2.6
Estimation and Inference in Panel
Cointegration
Models
298
12.7
Empirical Example: Purchasing Power Parity
301
12.8
Further Reading
303
Notes
308
Problems
308
References
311
Index
337 |
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| discipline | Wirtschaftswissenschaften |
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| edition | 4. ed. |
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| id | DE-604.BV023081725 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T19:37:26Z |
| indexdate | 2024-07-09T21:10:34Z |
| institution | BVB |
| isbn | 9780470518861 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016284736 |
| oclc_num | 254600651 |
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| physical | XIII, 351 S. |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Wiley |
| record_format | marc |
| spelling | Baltagi, Badi H. 1954- Verfasser (DE-588)128356812 aut Econometric analysis of panel data Badi H. Baltagi 4. ed. Chichester [u.a.] Wiley 2008 XIII, 351 S. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene unveränderte Nachdrucke Mikroökonometrie stw Panel stw Ökonometrie - Panelanalyse Ökonometrie stw Econometrics Panel analysis Ökonometrie (DE-588)4132280-0 gnd rswk-swf Panelanalyse (DE-588)4173172-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Panelanalyse (DE-588)4173172-4 s DE-604 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016284736&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Baltagi, Badi H. 1954- Econometric analysis of panel data Mikroökonometrie stw Panel stw Ökonometrie - Panelanalyse Ökonometrie stw Econometrics Panel analysis Ökonometrie (DE-588)4132280-0 gnd Panelanalyse (DE-588)4173172-4 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4173172-4 |
| title | Econometric analysis of panel data |
| title_auth | Econometric analysis of panel data |
| title_exact_search | Econometric analysis of panel data |
| title_exact_search_txtP | Econometric analysis of panel data |
| title_full | Econometric analysis of panel data Badi H. Baltagi |
| title_fullStr | Econometric analysis of panel data Badi H. Baltagi |
| title_full_unstemmed | Econometric analysis of panel data Badi H. Baltagi |
| title_short | Econometric analysis of panel data |
| title_sort | econometric analysis of panel data |
| topic | Mikroökonometrie stw Panel stw Ökonometrie - Panelanalyse Ökonometrie stw Econometrics Panel analysis Ökonometrie (DE-588)4132280-0 gnd Panelanalyse (DE-588)4173172-4 gnd |
| topic_facet | Mikroökonometrie Panel Ökonometrie - Panelanalyse Ökonometrie Econometrics Panel analysis Panelanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016284736&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT baltagibadih econometricanalysisofpaneldata |