Nonstationary Panels Cointegration In Panels And Dynamic Panels
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| Author | : Badi H. Baltagi |
| Publisher | : Elsevier |
| Total Pages | : 351 |
| Release | : 2000 |
| Genre | : Business & Economics |
| ISBN | : 0762306882 |
In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are leading scholars in the fields and introduce the latest models for analysing marketing data. The papers are representative of the types of problems and methods that are used within the field of marketing. Marketing focuses on the interaction between the firm and the consumer. Economics encompasses this interaction as well as many others. Economics, along with psychology and sociology, provides a theoretical foundation for marketing.
| Author | : Badi Hani Baltagi |
| Publisher | : |
| Total Pages | : 44 |
| Release | : 2000 |
| Genre | : Econometric models |
| ISBN | : |
| Author | : Badi Hani Baltagi |
| Publisher | : |
| Total Pages | : 705 |
| Release | : 2015 |
| Genre | : Business & Economics |
| ISBN | : 0199940045 |
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
| Author | : Manuel Arellano |
| Publisher | : Oxford University Press |
| Total Pages | : 244 |
| Release | : 2003 |
| Genre | : Business & Economics |
| ISBN | : 0199245282 |
Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.
| Author | : Lászlo Mátyás |
| Publisher | : Advanced Studies in Theoretical and Applied Econometrics |
| Total Pages | : 992 |
| Release | : 2008-04-25 |
| Genre | : Business & Economics |
| ISBN | : |
This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. This third edition provides a presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors.
| Author | : Robin C. Sickles |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 417 |
| Release | : 2014-03-15 |
| Genre | : Business & Economics |
| ISBN | : 1489980083 |
From the Introduction: This volume is dedicated to the remarkable career of Professor Peter Schmidt and the role he has played in mentoring us, his PhD students. Peter’s accomplishments are legendary among his students and the profession. Each of the papers in this Festschrift is a research work executed by a former PhD student of Peter’s, from his days at the University of North Carolina at Chapel Hill to his time at Michigan State University. Most of the papers were presented at The Conference in Honor of Peter Schmidt, June 30 - July 2, 2011. The conference was largely attended by his former students and one current student, who traveled from as far as Europe and Asia to honor Peter. This was a conference to celebrate Peter’s contribution to our contributions. By “our contributions” we mean the research papers that make up this Festschrift and the countless other publications by his students represented and not represented in this volume. Peter’s students may have their families to thank for much that is positive in their lives. However, if we think about it, our professional lives would not be the same without the lessons and the approaches to decision making that we learned from Peter. We spent our days together at Peter’s conference and the months since reminded of these aspects of our personalities and life goals that were enhanced, fostered, and nurtured by the very singular experiences we have had as Peter’s students. We recognized in 2011 that it was unlikely we would all be together again to celebrate such a wonderful moment in ours and Peter’s lives and pledged then to take full advantage of it. We did then, and we are now in the form of this volume.
| Author | : Badi Hani Baltagi |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 0 |
| Release | : 2002 |
| Genre | : Econometrics |
| ISBN | : 9781840649673 |
In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992-2001, thus providing an update on developments in the field since the two volumes edited by G.S. Maddala in 1993, which covered the period from 1966-1992. Topics covered in these latest volumes include core articles on dynamic panels and the generalized method of moments, heterogeneous panels, non-stationary panels including spurious regression, unit roots and tests for cointegration in panels, limited dependent variable models using panel data including models with censored endogenous variables and sample selection, non-linear panel data models, unbalanced panels, pseudo-panels and specification tests in panels.
| Author | : Panchanan Das |
| Publisher | : Springer Nature |
| Total Pages | : 574 |
| Release | : 2019-09-05 |
| Genre | : Business & Economics |
| ISBN | : 9813290196 |
This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results. While discussing the statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and applied research. Various concepts and techniques of econometric analysis are supported by carefully developed examples with the use of statistical software package, Stata 15.1, and assumes that the reader is somewhat familiar with the Strata software. The topics covered in this book are divided into four parts. Part I discusses introductory econometric methods for data analysis that economists and other social scientists use to estimate the economic and social relationships, and to test hypotheses about them, using real-world data. There are five chapters in this part covering the data management issues, details of linear regression models, the related problems due to violation of the classical assumptions. Part II discusses some advanced topics used frequently in empirical research with cross section data. In its three chapters, this part includes some specific problems of regression analysis. Part III deals with time series econometric analysis. It covers intensively both the univariate and multivariate time series econometric models and their applications with software programming in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most suitable for macroeconomic research. The book is invaluable for students and researchers of social sciences, business, management, operations research, engineering, and applied mathematics.
| Author | : Terence C. Mills |
| Publisher | : Palgrave Handbook of Econometr |
| Total Pages | : 1432 |
| Release | : 2009-06-25 |
| Genre | : Business & Economics |
| ISBN | : |
Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source for reference for professional econometricians, economists, researchers and students. Following the successful Palgrave Handbook of Econometrics: Volume 1, this second volume brings together leading academics working in econometrics today and explores applied econometrics. Volume 2 contains contributions on subjects including growth/development econometrics, computing, microeconomics, macroeconomics, finance, spatial and urban economics and international economics.
| Author | : G. S. Maddala |
| Publisher | : Cambridge University Press |
| Total Pages | : 528 |
| Release | : 1998 |
| Genre | : Business & Economics |
| ISBN | : 9780521587822 |
A comprehensive review of unit roots, cointegration and structural change from a best-selling author.
