(eBook PDF) Econometric Analysis of Panel Data 5th Edition by Badi H. Baltagi – Digital Ebook – Instant Delivery Download
Product details:
- ISBN-10 : 1118672321
- ISBN-13 : 978-1118672327
- Author: Badi H. Baltagi
This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly. Since its first publication in 1995, it has quickly become a standard accompanying text in advanced econometrics courses around the world, and a major reference for researchers doing empirical work with longitudinal data.”
Professor Kajal Lahiri, State University of New York, Albany, USA.
Table contents:
1 Introduction
2 The One-way Error Component Regression Model
3 The Two-way Error Component Regression Model
4 Test of Hypotheses with Panel Data
5 Heteroskedasticity and Serial Correlation in the Error Component Model
6 Seemingly Unrelated Regressions with Error Components
7 Simultaneous Equations with Error Components
8 Dynamic Panel Data Models
9 Unbalanced Panel Data Models
10 Special Topics
11 Limited Dependent Variables and Panel Data
12 Nonstationary Panels
13 Spatial Panel Data Models
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