Product Description: In the memorable words of Ragnar Frisch, econometrics is ‘a unification of the theoretical–quantitative and the empirical–quantitative approach to economic problems’. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vast―and still rapidly growing―body of literature...read more

Product Description: The 3rd Edition is updated to the latest software versions of Stata and EViews. The book offers a clear and simple approach with rigorous proofs and treatment of difficult econometrics concepts. Includes applied and theoretical problems and solutions.

Econometric Analysis of Panel Data Badi H. Baltagi This new text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The book includes extensive coverage of estimation, testing and prediction methods using panel data. Baltagi uses two data sets to illustrate the techniques used and cites several empirical studies using panel techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods, making this text entirely accessible to students.

Product Description: A number of advances have taken place in panel data analysis during the pastthree decades and it continues to be one of the most active areas of research. This volume contains 13 significant contributions focusing on modelling strategies, data issues, theoretical analysis and applications...read more

Product Description: This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in spatial correlation, panel data, limited dependent variables, regression diagnostics, specification testing and time series analysis...read more

Product Description: Previously available separately these 2 titles (BALTAGI: Econometric Analysis of Panel Data 4e, 978-0-470-51886-1) and BALTAGI: A Companion to Econometric Analysis of Panel Data 978-0-470-74403-1) are now available tobuy as a set.

Product Description: The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their bootstrapped versions, confidence intervals for a doubly heteroskedastic stochastic production frontiers, estimation of semiparametric dynamic panel data models and a review of survey attrition and nonresponse in the European Community Household Panel...read more

Product Description: In this 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...read more (view table of contents, read Amazon.com's description)

Product Description: This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature and includes new data sets...read more (view table of contents, read Amazon.com's description)

Product Description: This volume is dedicated to two recent intensive areas of research in the econometrics of panel data, namely nonstationary panels and dynamic panels. It includes a comprehensive survey of the nonstationary panel literature including panel unit root tests, spurious panel regressions and panel cointegration tests...read more

Product Description: Spatial Econometrics is a rapidly evolving field born from the joint efforts of economists, statisticians, econometricians and regional scientists. The book provides the reader with a broad view of the topic by including both methodological and application papers...read more