Recent Developments in the Econometrics of Panel Data

ISBN-13: 9781840649673 / Angielski / Twarda / 2002 / 1120 str.

Opis

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.S. Maddala in 1993, which covered the period from 1966-1992. Topics covered in these volumes include core articles on dynamic panels and the generalized method of moments, heterogenous panels, non-stationary panels including spurious regression, unit roots and tests for co-integration in panels, limited dependent variable models using panel data including models with censored endogenous variables and samples selection, non-linear panel data models, unbalanced panels, pseudo-panels and specification tests in panels.