书目名称 | The Econometrics of Panel Data | 副标题 | A Handbook of the Th | 编辑 | László Mátyás,Patrick Sevestre | 视频video | | 丛书名称 | Advanced Studies in Theoretical and Applied Econometrics | 图书封面 |  | 描述 | The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Pa | 出版日期 | Book 1996Latest edition | 关键词 | count data; econometrics; panel data; Simulation; statistics; time series | 版次 | 2 | doi | https://doi.org/10.1007/978-94-009-0137-7 | isbn_softcover | 978-94-010-6548-1 | isbn_ebook | 978-94-009-0137-7Series ISSN 1570-5811 Series E-ISSN 2214-7977 | issn_series | 1570-5811 | copyright | Kluwer Academic Publishers 1996 |
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