Panel Data Econometrics

Written By Manuel Arellano
Panel Data Econometrics
  • Publsiher : Oxford University Press
  • Release : 30 June 2022
  • ISBN : 0199245282
  • Pages : 231 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Panel Data Econometrics written by Manuel Arellano which was release on 30 June 2022, this book published by Oxford University Press. Available in PDF, EPUB and Kindle Format. Book excerpt: 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.

Panel Data Econometrics

Panel Data Econometrics
  • Author : Manuel Arellano
  • Publisher : Oxford University Press
  • Release Date : 2003
  • Total pages : 231
  • ISBN : 0199245282
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Summary : 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....

Panel Methods for Finance

Panel Methods for Finance
  • Author : Marno Verbeek
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release Date : 2021-10-25
  • Total pages : 296
  • ISBN : 0199245282
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Summary : Financial data are typically characterised by a time-series dimension and a cross-sectional dimension. For example, we may observe financial information on a group of firms over a number of years, or we may observe returns of all stocks traded at NYSE over a period of 120 months. Accordingly, econometric modelling in ...

Panel Data Econometrics with R

Panel Data Econometrics with R
  • Author : Yves Croissant,Giovanni Millo
  • Publisher : John Wiley & Sons
  • Release Date : 2018-08-10
  • Total pages : 328
  • ISBN : 0199245282
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Summary : Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error ...

ECONOMETRIC MODELS WITH PANEL DATA APPLICATIONS WITH STATA

ECONOMETRIC MODELS WITH PANEL DATA  APPLICATIONS WITH STATA
  • Author : César Pérez López
  • Publisher : Lulu Press, Inc
  • Release Date : 2021-04-10
  • Total pages : 212
  • ISBN : 0199245282
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Summary : The data panels are a special type of samples in which the behavior of a certain number of economic agents is followed over time. In this way, the researcher can perform economic analysis and specify models with the data of cross section that are obtained when all operators are considered ...

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data
  • Author : Badi Baltagi
  • Publisher : John Wiley & Sons
  • Release Date : 2008-06-30
  • Total pages : 366
  • ISBN : 0199245282
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Summary : Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on ...

Panel Data Econometrics

Panel Data Econometrics
  • Author : Donggyu Sul
  • Publisher : Routledge
  • Release Date : 2019-02-07
  • Total pages : 150
  • ISBN : 0199245282
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Summary : In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel ...

Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics
  • Author : M. Hashem Pesaran
  • Publisher : Oxford University Press
  • Release Date : 2015-08-24
  • Total pages : 1064
  • ISBN : 0199245282
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Summary : This work describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades....

Panel Data Econometrics

Panel Data Econometrics
  • Author : Mike Tsionas
  • Publisher : Academic Press
  • Release Date : 2019-06-19
  • Total pages : 432
  • ISBN : 0199245282
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Summary : Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case ...

Panel Data Econometrics

Panel Data Econometrics
  • Author : Badi H. Baltagi
  • Publisher : Emerald Group Publishing
  • Release Date : 2006-04-01
  • Total pages : 400
  • ISBN : 0199245282
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Summary : This volume includes some of the papers presented at the 11th International Conference on Panel Data, Texas, June 2004, and other solicited papers that passed the refereeing process and includes such topics as dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics....

Analysis of Panel Data

Analysis of Panel Data
  • Author : Cheng Hsiao
  • Publisher : Cambridge University Press
  • Release Date : 2003-02-13
  • Total pages : 366
  • ISBN : 0199245282
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Summary : 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. Copyright © Libri GmbH. All rights reserved....

Essays in Panel Data Econometrics

Essays in Panel Data Econometrics
  • Author : Marc Nerlove
  • Publisher : Cambridge University Press
  • Release Date : 2005-11-10
  • Total pages : 384
  • ISBN : 0199245282
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Summary : Seven previously published, classic essays, and a cogent new essay on the history of the subject....

Panel Data Econometrics

Panel Data Econometrics
  • Author : Badi Hani Baltagi
  • Publisher : Unknown
  • Release Date : 2015
  • Total pages : 212
  • ISBN : 0199245282
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Summary : Download or read online Panel Data Econometrics written by Badi Hani Baltagi, published by which was released on 2015. Get Panel Data Econometrics Books now! Available in PDF, ePub and Kindle....

Panel Data Econometrics with R

Panel Data Econometrics with R
  • Author : Yves Croissant,Giovanni Millo
  • Publisher : John Wiley & Sons
  • Release Date : 2018-10-22
  • Total pages : 328
  • ISBN : 0199245282
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Summary : 1 Introduction 5 1.1 Panel data econometrics: a gentle introduction 5 1.1.1 Eliminating unobserved components 6 1.2 R for econometric computing 11 1.2.1 The modus operandi of R 12 1.2.2 Data management 13 1.3 plm for the casual R user 14 1.3.1 R for the matrix language user 14 1.3.2 R for the user of econometric packages 16 1.4 plm for the procient R user 18 1.4.1 Reproducibile econometric work 18 1.4.2 Object-orientation ...

Time Series and Panel Data Econometrics

Time Series and Panel Data Econometrics
  • Author : M. Hashem Pesaran
  • Publisher : Oxford University Press, USA
  • Release Date : 2015-10
  • Total pages : 1064
  • ISBN : 0199245282
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Summary : This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is ...

Large dimensional Panel Data Econometrics Testing Estimation And Structural Changes

Large dimensional Panel Data Econometrics  Testing  Estimation And Structural Changes
  • Author : Chihwa Kao,Feng Qu
  • Publisher : World Scientific
  • Release Date : 2020-08-24
  • Total pages : 168
  • ISBN : 0199245282
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Summary : This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns ...