Mike Tsionas
Panel Data Econometrics
Theory
Paperback Engels 2019 9780128143674Levertijd ongeveer 9 werkdagen
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Samenvatting
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 studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.
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Inhoudsopgave
1. A synopsis of econometrics<br>2. Testing and correcting for endogeneity in nonlinear unobserved effects models<br>3. Nonlinear and related panel data models<br>4. Nonparametric estimation and inference for panel data models<br>5. Heterogeneity and endogeneity in panel stochastic frontier models<br>6. Bayesian estimation of panel count data models: dynamics, latent heterogeneity, serial error correlation, and nonparametric structures<br>7. Fixed effects likelihood approach for large panels<br>8. Panel vector autoregressions with binary data<br>9. Implementing generalized panel data stochastic frontier estimators<br>10. Panel cointegration techniques and open challenges<br>11. Alternative approaches to the econometrics of panel data<br>12. Analysis of panel data using R<br>
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