A companion to econometric analysis of panel data:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester [u.a.]
Wiley
2009
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XII, 295 S. graph. Darst. |
| ISBN: | 9780470744031 |
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| 245 | 1 | 0 | |a A companion to econometric analysis of panel data |c by Badi H. Baltagi |
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 2009 | |
| 300 | |a XII, 295 S. |b graph. Darst. | ||
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| 500 | |a Includes bibliographical references and index | ||
| 650 | 7 | |a Panels |2 ram | |
| 650 | 7 | |a Économétrie - Problèmes et exercices |2 ram | |
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Datensatz im Suchindex
| _version_ | 1804138606410858496 |
|---|---|
| adam_text | Contents
Preface
xi
1
Partitioned Regression and the
Frisch -Waugh-
Lo veli
Theorem
1
Exercises
1.1
Partitioned regression
1
1.2
The Frisch-Waugh-Lovell theorem
2
1.3
Residualing the constant
3
1.4
Adding a dummy variable for the /th observation
3
1.5
Computing forecasts and forecast standard errors
4
2
The One-way Error Component Model
9
2.1
The One-way Fixed Effects Model
9
Exercises
2.1
One-way fixed effects regression
10
2.2
OLS and GLS for fixed effects
11
2.3
Testing for fixed effects
12
2.2
The One-way Random Effects Model
12
Exercises
2.4
Variance-covariance matrix of the one-way random effects model
13
2.5
Fuller and Battese
(1973)
transformation for the one-way random
effects model
14
2.6
Unbiased estimates of the variance components: the one-way model
15
2.7
Feasible unbiased estimates of the variance components: the
one-way model
16
2.8
Gasoline demand in the
OECD 17
2.9
System estimation of the one-way model: OLS versus GLS
22
2.10
GLS is a matrix weighted average of between and within
23
2.11
Efficiency of GLS compared to within and between estimators
24
2.12
Maximum likelihood estimation of the random effects model
25
2.13
Prediction in the one-way random effects model
26
Contents
2.14
Mincer wage equation
27
2.15
Bounds for s2 in a one-way random effects model
30
2.16
Heteroskedastic fixed effects models
31
The Two-way Error Component Model
35
3.1
The Two-way Fixed Effects Model
35
Exercise
3.1
Two-way fixed effects regression
36
3.2
The Two-way Random Effects Model
38
Exercises
3.2
Variance-co variance matrix of the two-way random effects model
38
3.3
Fuller and Battese
(1973)
transformation for the two-way random
effects model
40
3.4
Unbiased estimates of the variance components: the two-way
model
40
3.5
Feasible unbiased estimates of the variance components: the
two-way model
41
3.6
System estimation of the two-way model: OLS versus GLS
42
3.7
Prediction in the two-way random effects model
44
3.8
Variance component estimation under misspecification
45
3.9
Bounds for s2, in a two-way random effects model
49
3.10
Nested effects
50
3.11
Three-way error component model
52
3.12
A mixed error component model
55
3.13
Productivity of public capital in private production
57
Test of Hypotheses Using Panel Data
65
4.1
Tests for Poolability of the Data
65
Exercises
4.1
Chow
(1960)
test
65
4.2
Roy
(1957)
and
Zellner (1962)
test
67
4.2
Tests for Individual and Time Effects
69
Exercises
4.3
В
reusch and Pagan
(1980) Lagrange
multiplier test
69
4.4
Locally mean most powerful one-sided test
72
4.5
Standardized Honda
(1985)
test
73
4.6
Standardized King and Wu
(1997)
test
73
4.7
Conditional
Lagrange
multiplier test: random individual effects
74
4.8
Conditional Lagrange multiplier test: random time effects
77
4.9
Testing for poolability using Grunfeld s data
79
4.10
Testing for random time and individual effects using Grunfeld s
data
80
4.3
Hausman
s
Test for Correlated Effects
81
Exercises
4.11
Hausman
(1978)
test based on a contrast of two estimators
82
Contents
4.12 Hausman (1978)
test based on an artificial regression
82
4.13
Three contrasts yield the same Hausman test
85
4.14
Testing for correlated effects in panels
86
4.15
Hausman s test as a Gauss-Newton regression
89
4.16
Hausman s test using Grunfeld s data
89
4.17
Relative efficiency of the between estimator with respect to the
within estimator
90
4.18
Hausman s test using Munnell s data
92
4.19
Currency Union and Trade
95
5
Heteroskedasticity and Serial Correlation
99
5.1
Heteroskedastic Error Component Model
99
Exercises
5.1
Heteroskedastic individual effects
99
5.2
An alternative heteroskedastic error component model
100
5.3
An LM test for heteroskedasticity in a one-way error component
model
102
5.2
Serial Correlation in the Error Component Model
105
Exercises
5.4
AR(1) process
105
5.5
Unbiased estimates of the variance components under the AR(1)
model
107
5.6
AR(2) process
108
5.7
AR(4) process for quarterly data
109
5.8
MA(1) process 111
5.9
MA(<?) process
112
5.10
Prediction in the serially correlated error component model
113
5.11
A joint LM test for serial correlation and random individual effects
117
5.12
Conditional LM test for serial correlation assuming random
individual effects
1 · 9
5.13
An LM test for first-order serial correlation in a fixed effects model
120
5.14
Gasoline demand example with first-order serial correlation
121
5.15
Public capital example with first-order serial correlation
123
6
Seemingly Unrelated Regressions with Error Components
125
Exercises
6.1
Seemingly unrelated regressions with one-way error component
disturbances
25
6.2
Unbiased estimates of the variance components of the one-way
SUR
model l27
6.3
Special cases of the
SUR
model with one-way error component
disturbances
-^
6.4
Seemingly unrelated regressions with two-way error component
disturbances
~°
6.5
Unbiased estimates of the variance components of the two-way
SUR
model 13°
______Contents_________________________________________________________________
6.6 Special
cases of the
SUR
model with two-way error component
disturbances
130
Simultaneous Equations with Error Components
133
7.1
Single Equation Estimation
133
Exercises
7.1
2SLS as a GLS estimator
133
7.2
Within 2SLS and between 2SLS
134
7.3
Within 2SLS and between 2SLS as GLS estimators
135
7.4
Error component two-stage least squares
135
7.5
Equivalence of several EC2SLS estimators
137
7.6
Hausman test based on FE2SLS vs EC2SLS
139
7.2
System Estimation
143
Exercises
7.7
3SLS as a GLS estimator
143
7.8
Within 3SLS and between 3SLS
144
7.9
Within 3SLS and between 3SLS as GLS estimators
144
7.10
Error component three-stage least squares
146
7.11
Equivalence of several EC3SLS estimators
148
7.12
Special cases of the simultaneous equations model with one-way
error component disturbances
149
7.3
Endogenous Effects
151
Exercises
7.13
Mundlak s
(1978)
augmented regression
151
7.14
Hausman and Taylor
(1981)
estimator
154
7.15
Cornwell and Rupert
(1988):
Hausman and Taylor application
156
7.16
Serlenga and Shin
(2007):
gravity models of intra-EU trade
158
7.17
Cornwell and
Trumbull (1994):
crime in North Carolina
162
Dynamic Panels
169
Exercises
8.1
Bias of OLS, FE and RE estimators in a dynamic panel
data model
169
8.2
Anderson and Hsiao
(1981)
estimator
170
8.3
Arellano and Bond
(1991)
estimator
170
8.4
Sargan s
(1958)
test of overidentifying restrictions
172
8.5 Ahn
and Schmidt
(1995)
moment conditions
174
8.6 Ahn
and Schmidt
(1995)
additional moment conditions
175
8.7
Arellano and Bond
(1991)
weak instruments
176
8.8
Alternative transformations that wipe out the individual effects
177
8.9
Arellano and Bover
( 1995)
estimator
180
8.10
Baltagi and Levin
(1986):
dynamic demand for cigarettes
182
Contents
9
Unbalanced
Panels 187
9.1
The Unbalanced One-way Error Component
Model 187
Exercises
9.1
Variance-covariance matrix of unbalanced panels
187
9.2
Fixed effects for the one-way unbalanced panel data model
189
9.3
Wallace and Hussain (1969)-type estimators for the variance
components of a one-way unbalanced panel data model
191
9.4
Comparison of variance component estimators using balanced vs
unbalanced data
192
9.2
The Unbalanced Two-way Error Component Model
195
Exercises
9.5
Fixed effects for the two-way unbalanced panel data model
195
9.6
Fixed effects for the three-way unbalanced panel data model
198
9.7
Random effects for the unbalanced two-way panel data model
199
9.8
Random effects for the unbalanced three-way panel data model
200
9.9
Wansbeek and Kapteyn (1989)-type estimators for the variance
components of a two-way unbalanced panel data model
201
9.3
Testing for Individual and Time Effects Using Unbalanced Panel Data
203
Exercises
9.10
Breusch and Pagan
(1980)
LM test for unbalanced panel data
203
9.11
Locally mean most powerful one-sided test for unbalanced panel
data
205
9.12
Standardized Honda
(1985)
and King and Wu
(1997)
tests
for unbalanced panel data
207
9.13
Harrison and
Rubinfeld (1978):
hedonic housing
208
10
Special Topics
213
10.1
Measurement Error and Panel Data
213
Exercise
10.1
Measurement error and panel data
213
10.2
Rotating Panels
217
Exercises
10.2
Rotating panel with two waves
217
10.3
Rotating panel with three waves
218
10.3
Spatial Panels
222
Exercises
10.4
Spatially autocorrelated error component model
222
10.5
Random effects and spatial autocorrelation with equal weights
224
10.4
Count Panel Data 229
Exercises
10.6
Poisson
panel regression model
229
10.7
Patents and R&D expenditures
232
Contents
11 Limited
Dependent
Variables 235
Exercises
11.1
Fixed effects
logit
model
235
11.2
Equivalence of two estimators of the fixed effects logit model
240
11.3
Dynamic fixed effects logit model with no regressors
242
11.4
Dynamic fixed effects logit model with regressors
244
11.5
Binary response model regression
246
11.6
Random effects
probit
model
247
11.7
Identification in a dynamic binary choice panel data model
248
11.8
Union membership
249
11.9
Beer taxes and motor vehicle fatality rates
251
12
Nonstationary Panels
257
12.1
Panel Unit Root Tests
257
Exercise
12.1
Panel unit root tests: GDP of G7 countries
258
12.2
Panel
Cointegration
Tests
260
Exercises
12.2
Panel
cointegration
tests: manufacturing shipment and
inventories
261
12.3
International R&D spillover
270
References
277
Index
287
This book is a companion to Baltagi s leading graduate econometrics
textbook on panel data entitled Econometric Analysis of Panel Data,
4th Edition, (Wiley,
2008).
The book guides the student of panel data econometrics by solving exercises
in a logical and pedagogical manner, helping the reader understand, learn and
apply panel data methods. It is also a helpful tool for those who like to learn by
solving exercises and running software to replicate empirical studies. It works as
a complementary study guide to Baltagi
(2008)
and also as a stand alone book
that builds up the reader s confidence in working out difficult exercises in panel
data econometrics and applying these methods to empirical work.
The exercises start by providing some background information on partitioned
regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the
basic material on fixed and random effects models in a one-way and two-way
error components models: basic estimation, test of hypotheses and prediction.
This includes maximum likelihood estimation, testing for poolability of the data,
testing for the significance of individual and time effects, as well as Hausman s
test for correlated effects. It also provides extensions of panel data techniques
to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated
regressions, simultaneous equations, dynamic panel models, incomplete panels,
measurement error, count panels, rotating panels, limited dependent variables,
and non-stationary panels.
The book provides several empirical examples that are useful to applied
researchers, illustrating them using
Stata
and EViews showing the reader how
to replicate these studies. The data sets are provided on the Wiley website:
www.wileyeurope.com/college/baltagi
Badi
H.
Baltagi is Distinguished Professor of Economics, and Senior Research
Associate at the Center for Policy Research, Syracuse University, USA. He is a
fellow of the Journal of Econometrics, a recipient of the
Multa
and Plura Scripsit
Awards from Econometric Theory, and the Journal of Applied Econometrics
Distinguished Authors Award.
|
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| id | DE-604.BV035304642 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:30:52Z |
| institution | BVB |
| isbn | 9780470744031 |
| language | English |
| lccn | 2008049825 |
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| physical | XII, 295 S. graph. Darst. |
| publishDate | 2009 |
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| publisher | Wiley |
| record_format | marc |
| spelling | Baltagi, Badi H. 1954- Verfasser (DE-588)128356812 aut A companion to econometric analysis of panel data by Badi H. Baltagi Chichester [u.a.] Wiley 2009 XII, 295 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Panels ram Économétrie - Problèmes et exercices ram 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 Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017109452&sequence=000007&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017109452&sequence=000008&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Baltagi, Badi H. 1954- A companion to econometric analysis of panel data Panels ram Économétrie - Problèmes et exercices ram 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 | A companion to econometric analysis of panel data |
| title_auth | A companion to econometric analysis of panel data |
| title_exact_search | A companion to econometric analysis of panel data |
| title_full | A companion to econometric analysis of panel data by Badi H. Baltagi |
| title_fullStr | A companion to econometric analysis of panel data by Badi H. Baltagi |
| title_full_unstemmed | A companion to econometric analysis of panel data by Badi H. Baltagi |
| title_short | A companion to econometric analysis of panel data |
| title_sort | a companion to econometric analysis of panel data |
| topic | Panels ram Économétrie - Problèmes et exercices ram Econometrics Panel analysis Ökonometrie (DE-588)4132280-0 gnd Panelanalyse (DE-588)4173172-4 gnd |
| topic_facet | Panels Économétrie - Problèmes et exercices Econometrics Panel analysis Ökonometrie Panelanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017109452&sequence=000007&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017109452&sequence=000008&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT baltagibadih acompaniontoeconometricanalysisofpaneldata |