Econometric analysis of panel data:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester [u.a.]
Wiley
2013
|
| Edition: | 5. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Hier auch später erschienene, unveränderte Nachdrucke |
| Physical Description: | XIII, 373 S. |
| ISBN: | 9781118672327 |
Staff View
MARC
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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 5. ed. | ||
| 264 | 1 | |a Chichester [u.a.] |b Wiley |c 2013 | |
| 300 | |a XIII, 373 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Hier auch später erschienene, unveränderte Nachdrucke | ||
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| 689 | 0 | 1 | |a Panelanalyse |0 (DE-588)4173172-4 |D s |
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| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe, PDF |z 978-1-118-69922-5 |
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Record in the Search Index
| _version_ | 1804150731390844928 |
|---|---|
| adam_text | Contents
Preface
xi
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 One-way Fixed Effects Model
14
2.3
The One-way Random Effects Model
20
2.4
Maximum Likelihood Estimation
25
2.5
Prediction
26
2.6
Examples
27
2.7
Selected Applications
34
2.8
Computational Note
34
Notes
34
Problems
35
3
The Two-way Error Component Regression Model
39
3.1
Introduction
39
3.2
The Two-way Fixed Effects Model
39
3.3
The Two-way Random Effects Model
42
3.4
Maximum Likelihood Estimation
47
3.5
Prediction
49
3.6
Examples
50
3.7
Computational Note
53
Notes
55
Problems
55
4
Test of Hypotheses with Panel Data
63
4.1
Tests for Poolability
63
4.2
Tests for Individual and Time Effects
68
4.3
Hausman s Specification Test
76
viii Contents_____________________
^
_______
4.4
Further Reading
86
Notes
88
Problems
88
5
Heteroskedasticity and Serial Correlation in the Error
Component Model
91
5.1
Heteroskedasticity
91
5.2
Serial Correlation
96
5.3
Time-wise Autocorrelated and Cross-sectionally Heteroskedastic
Panel Regression H5
5.4
Further Reading
119
Notes
119
Problems
120
6
Seemingly Unrelated Regressions with Error Components
123
6.1
The One-way Model
123
6.2
The Two-way Model
124
6.3
Applications and Extensions
125
Problems
127
7
Simultaneous Equations with Error Components
129
7.1
Single Equation Estimation
129
7.2
Empirical Example: Crime in North Carolina
132
7.3
System Estimation
138
7.4
The Hausman and Taylor Estimator
141
7.5
Empirical Example: Earnings Equation Using PSID Data
144
7.6
Further Reading
147
Notes
150
Problems
150
8
Dynamic Panel Data Models
155
8.1
Introduction
155
8.2
The Arellano and Bond Estimator
157
8.3
The Arellano and Bover Estimator
161
8.4
The
Ahn
and Schmidt Moment Conditions
164
8.5
The Blundell and Bond System GMM Estimator
167
8.6
The
Keane
and Runkle Estimator
168
8.7
Limited Information Maximum Likelihood
171
8.8
Further Developments
172
8.9
Empirical Examples
175
8.10
Selected Applications
179
8.11
Further Reading
182
Notes
183
Problems
183
9
Unbalanced Panel Data Models
187
9.1
Introduction
187
9.2
The Unbalanced One-way Error Component Model
187
Contents ix
9.3
Empirical Example: Hedonic Housing
194
9.4
The Unbalanced Two-way Error Component Model
197
9.5
Testing for Individual and Time Effects Using
Unbalanced Panel Data
200
9.6
The Unbalanced Nested Error Component Model
203
Notes
208
Problems
209
10
Special Topics
213
10.1
Measurement Error and Panel Data
213
10.2
Rotating Panels
216
10.3
Pseudo
Panels
218
10.4
Short-run versus Long-run Estimates in Pooled Models
221
10.5
Heterogeneous Panels
222
10.6
Count Panel Data
228
Notes
235
Problems
235
11
Limited Dependent Variables and Panel Data
239
Introduction
239
.2
Fixed and Random Logit and
Probit
Models
239
,.3
Simulation Estimation of Limited Dependent Variable Models
with Panel Data
247
.4
Dynamic Panel Data Limited Dependent Variable Models
248
1.5
Selection Bias in Panel Data
254
1.6
Censored and Truncated Panel Data Models
258
1.7
Applications
263
1.8
Empirical Example: Nurses Labour Supply
265
1.9
Further Reading
268
Notes
270
Problems
271
12
Nonstationary Panels
275
12.1
Introduction
275
12.2
Panel Unit Roots Tests Assuming Cross-sectional Independence
277
12.3
Panel Unit Roots Tests Allowing for Cross-sectional Dependence
287
12.4
Spurious Regression in Panel Data
291
[2.5
Panel
Cointegration
Tests
293
[2.6
Estimation and Inference in Panel
Cointegration
Models
299
12.7
Empirical Examples
303
12.8
Further Reading
309
Notes
315
Problems
3
1
5
13
Spatial Panel Data Models
319
13.1
Introduction
319
13.2
Spatial Error Component Regression Model
319
Contents
13.3
Spatial
Lag Panel Data Regression Model 325
13.4
Forecasts using
Panel Data
with
Spatial
Error Correlation
329
13.5
Panel Unit Root Tests and Spatial Dependence
330
13.6
Panel Data Tests for Cross-sectional Dependence
332
13.7
Further Reading
336
Problems
337
References
339
Appendix
361
Index
363
|
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| dewey-ones | 330 - Economics |
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| dewey-search | 330.01/5195 |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 5. ed. |
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| id | DE-604.BV041267553 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:43:35Z |
| institution | BVB |
| isbn | 9781118672327 |
| language | English |
| lccn | 2013022138 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026241230 |
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| physical | XIII, 373 S. |
| publishDate | 2013 |
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| publisher | Wiley |
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| spelling | Baltagi, Badi H. 1954- Verfasser (DE-588)128356812 aut Econometric analysis of panel data Badi H. Baltagi 5. ed. Chichester [u.a.] Wiley 2013 XIII, 373 S. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Panelanalyse (DE-588)4173172-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Panelanalyse (DE-588)4173172-4 s DE-604 Erscheint auch als Online-Ausgabe, PDF 978-1-118-69922-5 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026241230&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Baltagi, Badi H. 1954- Econometric analysis of panel data Panelanalyse (DE-588)4173172-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4173172-4 (DE-588)4132280-0 |
| title | Econometric analysis of panel data |
| title_auth | Econometric analysis of panel data |
| title_exact_search | 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 | Panelanalyse (DE-588)4173172-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Panelanalyse Ökonometrie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026241230&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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