Analysis of panel data /
Cheng Hsiao
- 3a ed.
- Cambridge ; New York : Cambridge University Press, 2014
- xx, 538 p. : il., gràf. ; 23 cm
- Econometric Society monographs .
- Econometric Society monographs 54 .
Inclou bibliografia i índexs
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.
9781107657632
Econometria Anàlisi de variància Ciències socials--Mètodes estadístics Anàlisi de dades de panel Psicologia social--Estadístiques