TY  - BOOK
AU  -  Hsiao, Cheng,
TI  -  Analysis of panel data
T2  -  Econometric society monographs
SN  -  9781107038691 (hardback)
U1  -  330.01/5195  23
PY  - 2014///
CY  -  New York, NY
PB  -  Cambridge University Press
KW  -  Econometrics
KW  -  Panel analysis
KW  -  Analysis of variance
N1  -  Includes bibliographical references and index;  Machine generated contents note: 1. Introduction; 2. Homogeneity tes t for linear regression models (analysis of covariance); 3. Simple regr ession with variable intercepts; 4. Dynamic models with variable interc epts; 5. Simultaneous-equations models; 6. Variable-coefficient models; 7. Discrete data; 8. Truncated and censored data; 9. Cross-sectional d ependent panel data; 10. Dynamic system; 11. Incomplete panel data; 12. Miscellaneous topics; 13. A summary view
N2  -  "This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Sub stantially revised from the second edition, it includes two new chapter s on modeling cross-sectionally dependent data and dynamic systems of e quations. Some of the more complicated concepts have been further strea mlined. Other new material includes correlated random coefficient model s, pseudo-panels, duration and count data models, quantile analysis, an d alternative approaches for controlling the impact of unobserved heter ogeneity in nonlinear panel data models"--
ER  -