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A Companion to Econometric Analysis of Panel Data by Badi H. Baltagi (English) P
AU $135.98
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eBay item number:134954174425
Item specifics
- Condition
- ISBN-13
- 9780470744031
- Book Title
- A Companion to Econometric Analysis of Panel Data
- ISBN
- 9780470744031
- Publication Year
- 2009
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- A Companion to Econometric Analysis of Panel Data
- Item Height
- 244mm
- Publisher
- John Wiley & Sons Inc
- Item Width
- 170mm
- Subject
- Economics
- Item Weight
- 525g
- Number of Pages
- 308 Pages
About this product
Product Information
This book is a companion to Baltagi?s (2008) leading graduate econometrics textbook on panel data entitled Econometric Analysis of Panel Data, 4th Edition. The book guides the student of panel data econometrics by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and apply panel data methods. It is also a helpful tool for those who like to learn by solving exercises and running software to replicate empirical studies. It works as a complementary study guide to Baltagi (2008) and also as a stand alone book that builds up the reader?s confidence in working out difficult exercises in panel data econometrics and applying these methods to empirical work. The exercises start by providing some background information on partitioned regressions and the Frisch-Waugh-Lovell theorem. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models: basic estimation, test of hypotheses and prediction. This include maximum likelihood estimation, testing for poolability of the data, testing for the significance of individual and time effects, as well as Hausman's test for correlated effects. It also provides extensions of panel data techniques to serial correlation, spatial correlation, heteroskedasticity, seemingly unrelated regressions, simultaneous equations, dynamic panel models, incomplete panels, measurement error, count panels, rotating panels, limited dependent variables, and non-stationary panels.
Product Identifiers
Publisher
John Wiley & Sons Inc
ISBN-13
9780470744031
eBay Product ID (ePID)
95506775
Product Key Features
Publication Name
A Companion to Econometric Analysis of Panel Data
Format
Paperback
Language
English
Subject
Economics
Publication Year
2009
Type
Textbook
Number of Pages
308 Pages
Dimensions
Item Height
244mm
Item Width
170mm
Item Weight
525g
Additional Product Features
Country/Region of Manufacture
United States
Item description from the seller
Business seller information
Value Added Tax number:
- AU 82107909133
- GB 293967539
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eBay item number:134954174425
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