Econometric Analysis of Panel Data

by Badi H. Baltagi

Econometric Analysis of Panel Data Badi H. Baltagi This new text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The book includes extensive coverage of estimation, testing and prediction methods using panel data. Baltagi uses two data sets to illustrate the techniques used and cites several empirical studies using panel techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods, making this text entirely accessible to students.

Genres: Economics

Paperback

First published March 28, 1995

Reviews

[Siti Ngalim · Rating 2 out of 5]

Though i am not so into stats, this book is excellent in understanding the mathematics of doing panel data analysis.

[Rinnu]

good