Analysis of Panel Data

Econometric Society Monographs #34

by Cheng Hsiao

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.

Genres: Economics

500 pages, Hardcover

First published January 1, 1986

Reviews

[Patty Rodda · Rating 4 out of 5]

Oof. We only read about half of this book for my course at ICPSR. I have the phrase "come back and review more thoroughly" written all over my reading notes from this book. There's lots of math so that is kind of daunting if that's not your strength (like me). But, from what I did read, the author does a really great job of going through the math in a way that you truly understand the mechanics behind the models - the strengths, weaknesses, and what it actually does vs. cannot do. Most of the mathematical explanations are then grounded in real world/real research examples. So even though I'm really overwhelmed by the book right now...I know when I dive back into it later I'll come out the other side with a better understanding of how to work with panel data in all kinds of settings.