Interactive Effects Panel Data Models With General Factors And Regressors
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Interactive Effects Panel Data Models With General Factors And Regressors
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Author : Bin Peng
language : en
Publisher:
Release Date : 2021
Interactive Effects Panel Data Models With General Factors And Regressors written by Bin Peng and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
The Oxford Handbook Of Panel Data
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Author : Badi Hani Baltagi
language : en
Publisher: Oxford Handbooks
Release Date : 2015
The Oxford Handbook Of Panel Data written by Badi Hani Baltagi and has been published by Oxford Handbooks this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Business & Economics categories.
Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.
Econometric Analysis Of Cross Section And Panel Data Second Edition
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Author : Jeffrey M. Wooldridge
language : en
Publisher: MIT Press
Release Date : 2010-10-01
Econometric Analysis Of Cross Section And Panel Data Second Edition written by Jeffrey M. Wooldridge and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-01 with Business & Economics categories.
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Econometric Analysis Of Panel Data
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Author : Badi Baltagi
language : en
Publisher: John Wiley & Sons
Release Date : 2008-06-30
Econometric Analysis Of Panel Data written by Badi Baltagi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-06-30 with Business & Economics categories.
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.
Common Correlated Effects Estimation Of Heterogeneous Dynamic Panel Data Models With Weakly Exogenous Regressors
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Author : Alexander Chudik
language : en
Publisher:
Release Date : 2013
Common Correlated Effects Estimation Of Heterogeneous Dynamic Panel Data Models With Weakly Exogenous Regressors written by Alexander Chudik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Fixed Effects Regression Models
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Author : Paul D. Allison
language : en
Publisher: SAGE Publications
Release Date : 2009-04-22
Fixed Effects Regression Models written by Paul D. Allison and has been published by SAGE Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-22 with Social Science categories.
This book demonstrates how to estimate and interpret fixed-effects models in a variety of different modeling contexts: linear models, logistic models, Poisson models, Cox regression models, and structural equation models. Both advantages and disadvantages of fixed-effects models will be considered, along with detailed comparisons with random-effects models. Written at a level appropriate for anyone who has taken a year of statistics, the book is appropriate as a supplement for graduate courses in regression or linear regression as well as an aid to researchers who have repeated measures or cross-sectional data.
The Sage Handbook Of Regression Analysis And Causal Inference
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Author : Henning Best
language : en
Publisher: SAGE
Release Date : 2013-12-20
The Sage Handbook Of Regression Analysis And Causal Inference written by Henning Best and has been published by SAGE this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Social Science categories.
′The editors of the new SAGE Handbook of Regression Analysis and Causal Inference have assembled a wide-ranging, high-quality, and timely collection of articles on topics of central importance to quantitative social research, many written by leaders in the field. Everyone engaged in statistical analysis of social-science data will find something of interest in this book.′ - John Fox, Professor, Department of Sociology, McMaster University ′The authors do a great job in explaining the various statistical methods in a clear and simple way - focussing on fundamental understanding, interpretation of results, and practical application - yet being precise in their exposition.′ - Ben Jann, Executive Director, Institute of Sociology, University of Bern ′Best and Wolf have put together a powerful collection, especially valuable in its separate discussions of uses for both cross-sectional and panel data analysis.′ -Tom Smith, Senior Fellow, NORC, University of Chicago Edited and written by a team of leading international social scientists, this Handbook provides a comprehensive introduction to multivariate methods. The Handbook focuses on regression analysis of cross-sectional and longitudinal data with an emphasis on causal analysis, thereby covering a large number of different techniques including selection models, complex samples, and regression discontinuities. Each Part starts with a non-mathematical introduction to the method covered in that section, giving readers a basic knowledge of the method’s logic, scope and unique features. Next, the mathematical and statistical basis of each method is presented along with advanced aspects. Using real-world data from the European Social Survey (ESS) and the Socio-Economic Panel (GSOEP), the book provides a comprehensive discussion of each method’s application, making this an ideal text for PhD students and researchers embarking on their own data analysis.
Panel Data Econometrics With R
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Author : Yves Croissant
language : en
Publisher: John Wiley & Sons
Release Date : 2018-08-10
Panel Data Econometrics With R written by Yves Croissant and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-10 with Mathematics categories.
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Interaction Effects And Difference In Difference Estimation In Loglinear Models
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Author : John Mullahy
language : en
Publisher:
Release Date : 1999
Interaction Effects And Difference In Difference Estimation In Loglinear Models written by John Mullahy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Causation categories.
In applied econometric work, analysts are concerned often with estimation of and inferences about interaction effects, e.g. 'Does the magnitude of the effect of z1 on y depend on z2? ' This paper develops tests for and proper interpretation of various forms of interaction effects in one prominent class of regression models loglinear models for which the nature of estimated interaction effects has not always been given due attention. The results obtained here have a direct bearing on the interpretation of so-called difference-in-difference estimates when these are obtained using loglinear models. An empirical example of the impacts of health insurance and chronic illness on prescription drug utilization underscores the importance of these issues in practical settings.
Large Dimensional Panel Data Econometrics Testing Estimation And Structural Changes
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Author : Feng Qu
language : en
Publisher: World Scientific
Release Date : 2020-08-24
Large Dimensional Panel Data Econometrics Testing Estimation And Structural Changes written by Feng Qu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-24 with Business & Economics categories.
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.