Econometric Analysis of Panel Data

by Badi H. Baltagi

Written by one of the world's leading researchers and writers in the field , Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data.  This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book.  These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.  

Genres: Economics

366 pages, Paperback

First published March 28, 1995

Reviews

[Siti Ngalim]

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

[Rinnu]

good