Analysis of panel data - Hsiao, Cheng (Cambridge University Press, 2003)
Includes bibliographical references and index
Introduction -- Analysis of covariance -- Simple regression with variable intercepts -- Dynamic models with variable intercepts -- Simultaneous-equations models -- Variable-coefficient models -- Discrete data -- Truncated and censored data -- Incomplete panel data -- Miscellaneous topics -- A summary view
This second edition is a substantial revision of the highly successful first edition of 1986. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc