Analysis of panel data:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2022
|
| Ausgabe: | Fourth edition |
| Schriftenreihe: | Econometric Society monographs
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xix, 516 Seiten |
| ISBN: | 9781316512104 9781009060752 |
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Datensatz im Suchindex
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| adam_text | Contents page xiii List of Figures List of Tables xv Preface to the Fourth Edition xviii 1 Introduction 1.1 Introduction 1.2 Advantages of Panel Data 1.3 Challenges to Panel Data Analysis 1.4 Outline of the Monograph 1 1 4 8 12 2 Linear Static Models with Additive Effects 2.1 Introduction 2.2 Fixed-Effects Models: Dummy-Variable Approach 2.3 Random-Effects Models: Variance-Components Models 2.4 Fixed Effects or Random Effects 2.5 Tests for Misspecification 2.6 Models with Time- and/or Individual-Invariant Explanatory Variables and both Individual- and Time-Specific Effects 38 2.7 Analysis of Covariance Tests for the Presence of Individual- or Time- Specific Effects 2.8 Heteroscedasticity and Autocorrelation 2.9 Models with Arbitrary Error Structure: Chamberlain π-Approach Appendix 2A: Consistency and Asymptotic Normality of the Minimum-Distance Estimator Appendix 2B: Characteristic Vectors and the Inverse of the Variance-Covariance Matrix of a Three-Component Model 15 15 18 22 29 37 3 Dynamic Models with Additive Specific Effects 3.1 Introduction 3.2 The Least Squares and the Least Squares Dummy Variable (Covariance) Estimator 64 3.3 Method of Moments Estimator 3.4 The Quasi-Likelihood Approach for Random-Effects Models 3.5 The Likelihood Approach-Fixed-Effects Models ix 43 50 54 59 61 63 63 67 75 85
Contents x Relations between the Likelihood Based Estimator and the GMM 89 Estimation of Dynamic Models with Arbitrary Serial Correlations in the Residuals 95 3.8 Models with Both Individual- and Time-Specific Additive Effects 96 Appendix ЗА: Derivation of the Asymptotic Covariance Matrix of the Feasible MDE 101 Appendix 3B: Large N and T Asymptotics 102 3.6 3.7 4 5 107 107 110 114 121 Simultaneous-Equations Models 4.1 Introduction 4.2 Joint Generalized Least Squares Estimation Technique 4.3 Estimation of Structural Equations 4.4 Triangular System Appendix 4A: The Determinant and Inverse of the Triangular System Covariance Matrix * Dynamic System 5.1 Introduction 5.2 Panel Vector Autoregressive Models 5.3 Cointegrated Panel Models and Vector Error Correction 5.4 Unit Root and Cointegration Tests 5.5 Dynamic Simultaneous Equation Models 6 Discrete Data 6.1 Introduction 6.2 Qualitative Response Models for Cross-Sectional Data 6.3 Panel Parametric Approach to Static Models with Heterogeneity 6.4 Semiparametric Approach to Static Models 6.5 Dynamic Models 6.6 Alternative Approaches for Identifying Dynamic Dependence 7 Limited Dependent and Sample Selection Models 7.1 Cross-Sectional Data Approach 7.2 A Sample Selection Example: Nonrandomly Missing Data in a Panel 7.3 Tobit Models with Random Individual Effects 7.4 Fixed-Effects Estimator 7.5 An Example: Housing Expenditure 7.6 Dynamic Tobit Models 8 Some Nonlinear Models 8.1 Duration Model 8.2 Count Data Model 8.3 Nonparametric Models 9 Miscellaneous Topics 9.1 Quantile Regression Analysis 131 133 133 134 142 148 157 165 165
165 170 180 183 203 , 214 214 223 229 230 241 244 251 251 262 268 273 273
xi Contents 9.2 9.3 9.4 9.5 9.6 9.7 9.8 276 281 283 288 297 302 305 Simulation Methods Data with Multilevel Structures Errors of Measurement Estimating Distributed Lags in Short Panels Rotating or Randomly Missing Data Pseudo Panels (or Repeated Cross-Sectional Data) Discretizing Unobserved Heterogeneity 10 Interactive Effects Models 10.1 Introduction 10.2 Fixed-Effects Linear Static Models 10.3 Fixed-Effects Linear Dynamic Models 10.4 Models with Mixed Fixed and Random Effects 10.5 Quantile Models 10.6 Factor Dimension Determination 307 307 309 315 323 328 330 11 Spatial Models and Tests for Cross-Sectional Dependence 11.1 Introduction ֊ Weak or Strong Cross-Correlations 11.2 The Basic Formulation on Spatial Weight Matrix and Spatial (Dependence) Coefficients 11.3 Spatial Error Models 11.4 Spatial Regressive Models 11.5 Some Extensions 11.6 Mixed Spatial and Factor Process 11.7 Cross-Sectional Dependence Tests 339 339 341 343 346 348 351 354 12 Program Evaluation Using Panel Data 12.1 Introduction 12.2 Cross-Sectional Data Approach 12.3 Panel Data Approach 12.4 Some Examples 12.5 Multiple Treated Units 12.6 Simulating or Ranking Program Outcomes with Different Policy Options 361 361 362 368 374 381 384 13 Variable Coefficients Models 13.1 Introduction 13.2 Coefficients that Vary over Cross-Sectional Units 13.3 Coefficients that Vary over Time and Cross-Sectional Units 13.4 A Mixed Fixed-and Random-Coefficients Model 13.5 Dynamic Random-Coefficients Models 13.6 An Example: Liquidity Constraints and Firm Investment Expenditure 13.7 Coefficients that Vary over Time 13.8
Coefficients that Are Functions of Other Exogenous Variables 13.9 Correlated Random-Coefficients Models Appendix 13A: Combination of Two Normal Distributions 389 389 391 401 407 414 418 422 428 431 438
xii Contents 14 Big Data Analytics 14.1 Machine Learning Algorithms 14.2 Inference with High-Dimensional Data 14.3 Inference for Low-Dimensional Parameters in the Presence of High-Dimensional Data 14.4 Prediction 440 440 442 References 469 Author Index 498 Subject Index 502 446 453
|
| adam_txt |
Contents page xiii List of Figures List of Tables xv Preface to the Fourth Edition xviii 1 Introduction 1.1 Introduction 1.2 Advantages of Panel Data 1.3 Challenges to Panel Data Analysis 1.4 Outline of the Monograph 1 1 4 8 12 2 Linear Static Models with Additive Effects 2.1 Introduction 2.2 Fixed-Effects Models: Dummy-Variable Approach 2.3 Random-Effects Models: Variance-Components Models 2.4 Fixed Effects or Random Effects 2.5 Tests for Misspecification 2.6 Models with Time- and/or Individual-Invariant Explanatory Variables and both Individual- and Time-Specific Effects 38 2.7 Analysis of Covariance Tests for the Presence of Individual- or Time- Specific Effects 2.8 Heteroscedasticity and Autocorrelation 2.9 Models with Arbitrary Error Structure: Chamberlain π-Approach Appendix 2A: Consistency and Asymptotic Normality of the Minimum-Distance Estimator Appendix 2B: Characteristic Vectors and the Inverse of the Variance-Covariance Matrix of a Three-Component Model 15 15 18 22 29 37 3 Dynamic Models with Additive Specific Effects 3.1 Introduction 3.2 The Least Squares and the Least Squares Dummy Variable (Covariance) Estimator 64 3.3 Method of Moments Estimator 3.4 The Quasi-Likelihood Approach for Random-Effects Models 3.5 The Likelihood Approach-Fixed-Effects Models ix 43 50 54 59 61 63 63 67 75 85
Contents x Relations between the Likelihood Based Estimator and the GMM 89 Estimation of Dynamic Models with Arbitrary Serial Correlations in the Residuals 95 3.8 Models with Both Individual- and Time-Specific Additive Effects 96 Appendix ЗА: Derivation of the Asymptotic Covariance Matrix of the Feasible MDE 101 Appendix 3B: Large N and T Asymptotics 102 3.6 3.7 4 5 107 107 110 114 121 Simultaneous-Equations Models 4.1 Introduction 4.2 Joint Generalized Least Squares Estimation Technique 4.3 Estimation of Structural Equations 4.4 Triangular System Appendix 4A: The Determinant and Inverse of the Triangular System Covariance Matrix * Dynamic System 5.1 Introduction 5.2 Panel Vector Autoregressive Models 5.3 Cointegrated Panel Models and Vector Error Correction 5.4 Unit Root and Cointegration Tests 5.5 Dynamic Simultaneous Equation Models 6 Discrete Data 6.1 Introduction 6.2 Qualitative Response Models for Cross-Sectional Data 6.3 Panel Parametric Approach to Static Models with Heterogeneity 6.4 Semiparametric Approach to Static Models 6.5 Dynamic Models 6.6 Alternative Approaches for Identifying Dynamic Dependence 7 Limited Dependent and Sample Selection Models 7.1 Cross-Sectional Data Approach 7.2 A Sample Selection Example: Nonrandomly Missing Data in a Panel 7.3 Tobit Models with Random Individual Effects 7.4 Fixed-Effects Estimator 7.5 An Example: Housing Expenditure 7.6 Dynamic Tobit Models 8 Some Nonlinear Models 8.1 Duration Model 8.2 Count Data Model 8.3 Nonparametric Models 9 Miscellaneous Topics 9.1 Quantile Regression Analysis 131 133 133 134 142 148 157 165 165
165 170 180 183 203 , 214 214 223 229 230 241 244 251 251 262 268 273 273
xi Contents 9.2 9.3 9.4 9.5 9.6 9.7 9.8 276 281 283 288 297 302 305 Simulation Methods Data with Multilevel Structures Errors of Measurement Estimating Distributed Lags in Short Panels Rotating or Randomly Missing Data Pseudo Panels (or Repeated Cross-Sectional Data) Discretizing Unobserved Heterogeneity 10 Interactive Effects Models 10.1 Introduction 10.2 Fixed-Effects Linear Static Models 10.3 Fixed-Effects Linear Dynamic Models 10.4 Models with Mixed Fixed and Random Effects 10.5 Quantile Models 10.6 Factor Dimension Determination 307 307 309 315 323 328 330 11 Spatial Models and Tests for Cross-Sectional Dependence 11.1 Introduction ֊ Weak or Strong Cross-Correlations 11.2 The Basic Formulation on Spatial Weight Matrix and Spatial (Dependence) Coefficients 11.3 Spatial Error Models 11.4 Spatial Regressive Models 11.5 Some Extensions 11.6 Mixed Spatial and Factor Process 11.7 Cross-Sectional Dependence Tests 339 339 341 343 346 348 351 354 12 Program Evaluation Using Panel Data 12.1 Introduction 12.2 Cross-Sectional Data Approach 12.3 Panel Data Approach 12.4 Some Examples 12.5 Multiple Treated Units 12.6 Simulating or Ranking Program Outcomes with Different Policy Options 361 361 362 368 374 381 384 13 Variable Coefficients Models 13.1 Introduction 13.2 Coefficients that Vary over Cross-Sectional Units 13.3 Coefficients that Vary over Time and Cross-Sectional Units 13.4 A Mixed Fixed-and Random-Coefficients Model 13.5 Dynamic Random-Coefficients Models 13.6 An Example: Liquidity Constraints and Firm Investment Expenditure 13.7 Coefficients that Vary over Time 13.8
Coefficients that Are Functions of Other Exogenous Variables 13.9 Correlated Random-Coefficients Models Appendix 13A: Combination of Two Normal Distributions 389 389 391 401 407 414 418 422 428 431 438
xii Contents 14 Big Data Analytics 14.1 Machine Learning Algorithms 14.2 Inference with High-Dimensional Data 14.3 Inference for Low-Dimensional Parameters in the Presence of High-Dimensional Data 14.4 Prediction 440 440 442 References 469 Author Index 498 Subject Index 502 446 453 |
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| dewey-tens | 330 - Economics |
| discipline | Soziologie Wirtschaftswissenschaften |
| discipline_str_mv | Soziologie Wirtschaftswissenschaften |
| edition | Fourth edition |
| format | Book |
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| index_date | 2024-07-03T20:20:23Z |
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| isbn | 9781316512104 9781009060752 |
| language | English |
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| physical | xix, 516 Seiten |
| publishDate | 2022 |
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| spelling | Hsiao, Cheng 1943- (DE-588)12424999X aut Analysis of panel data Cheng Hsiao, University of Southern California Fourth edition Cambridge Cambridge University Press 2022 xix, 516 Seiten txt rdacontent n rdamedia nc rdacarrier Econometric Society monographs Econometrics Panel analysis Analysis of variance Ökonometrie (DE-588)4132280-0 gnd rswk-swf Panelanalyse (DE-588)4173172-4 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Panelanalyse (DE-588)4173172-4 s Statistik (DE-588)4056995-0 s DE-604 Ökonometrie (DE-588)4132280-0 s Erscheint auch als Druck-Ausgabe Erscheint auch als Online-Ausgabe 978-1-00-905774-5 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=033767286&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hsiao, Cheng 1943- Analysis of panel data Econometrics Panel analysis Analysis of variance Ökonometrie (DE-588)4132280-0 gnd Panelanalyse (DE-588)4173172-4 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4173172-4 (DE-588)4056995-0 |
| title | Analysis of panel data |
| title_auth | Analysis of panel data |
| title_exact_search | Analysis of panel data |
| title_exact_search_txtP | Analysis of panel data |
| title_full | Analysis of panel data Cheng Hsiao, University of Southern California |
| title_fullStr | Analysis of panel data Cheng Hsiao, University of Southern California |
| title_full_unstemmed | Analysis of panel data Cheng Hsiao, University of Southern California |
| title_short | Analysis of panel data |
| title_sort | analysis of panel data |
| topic | Econometrics Panel analysis Analysis of variance Ökonometrie (DE-588)4132280-0 gnd Panelanalyse (DE-588)4173172-4 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Econometrics Panel analysis Analysis of variance Ökonometrie Panelanalyse Statistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033767286&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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