Analysis of Panel Data (Econometric Society Monographs, Series Number 11) - Hardcover

Hsiao, Cheng

Hardcover

ISBN 10: 0521251508 ISBN 13: 9780521251501

Verlag: Cambridge University Press, 1986

Inhaltsangabe

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time.

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Críticas

"Hsiao has performed an important service by synthesizing a large and diverse literature into one volume with a common notation and much insightful discussion. His book will be a valuable reference for researchers interested in methods for longitudinal analysis and also could serve as a textbook in a doctoral-level econometrics seminar on longitudinal analysis." Journal of the American Statistical Association

Reseña del editor

This book reviews the basic econometric methods that have been used to analyze panel data - in other words, data collected by observing a number of individuals over time. In analyzing panel, data, difficulties can arise due to unobserved individuals and/or time characteristics. The focus of this book is twofold: correcting for these difficulties, and providing methods for improvement of the efficiency of the estimates. Analysis of Panel Data draws together work on panel data from a number of different perspectives, including the econometric literature on specification analysis, the time series literature on dynamic models, and discrete choice literature. Empirical examples are provided to illustrate the theoretical discussion as well as to indicate areas of research where panel data might be useful.

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 1986
• ISBN 10: 0521251508
• ISBN 13: 9780521251501
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 256
• Kontakt zum Hersteller: Nicht verfügbar