Analysis of Panel Data (Econometric Society Monographs) by Cheng Hsiao

By Cheng Hsiao

This publication presents a entire, coherent, and intuitive overview of panel info methodologies which are valuable for empirical research. considerably revised from the second one version, it contains new chapters on modeling cross-sectionally based facts and dynamic platforms of equations. a few of the extra complex strategies were extra streamlined. different new fabric contains correlated random coefficient types, pseudo-panels, length and count number facts versions, quantile research, and replacement ways for controlling the effect of unobserved heterogeneity in nonlinear panel info models.

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