The Econometrics of Panel Data

A Handbook of the Theory with Applications

Editors:

ISBN: 978-0-7923-3787-4 (Print) 978-94-009-0137-7 (Online)

Table of contents (34 chapters)

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  1. Front Matter

    Pages i-2

  2. Formulation and Estimation of Econometric Models for Panel Data

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      Book Chapter

      Pages 3-22

      Formulation and Estimation of Econometric Models for Panel Data

  3. Linear Models

    1. Front Matter

      Pages 23-23

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      Book Chapter

      Pages 25-33

      Introduction to Linear Models for Panel Data

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      Book Chapter

      Pages 34-49

      Fixed Effect Models and Fixed Coefficient Models

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      Book Chapter

      Pages 50-76

      Error Components Models

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      Book Chapter

      Pages 77-99

      Random Coefficients Models

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      Book Chapter

      Pages 100-119

      Linear Models with Random Regressors

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      Book Chapter

      Pages 120-144

      Dynamic Linear Models

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      Book Chapter

      Pages 145-195

      Dynamic Linear Models for Heterogenous Panels

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      Book Chapter

      Pages 196-235

      Simultaneous Equations

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      Book Chapter

      Pages 236-279

      Panel Data with Measurement Errors

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      Book Chapter

      Pages 280-292

      Pseudo Panel Data

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      Book Chapter

      Pages 293-306

      Specification Issues

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      Book Chapter

      Pages 307-322

      The Pooling Problem

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      Book Chapter

      Pages 323-395

      The Chamberlain Approach

  4. Nonlinear Models

    1. Front Matter

      Pages 397-397

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      Book Chapter

      Pages 399-409

      Introduction to Nonlinear Models

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      Book Chapter

      Pages 410-428

      Logit and Probit Models

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      Book Chapter

      Pages 429-448

      Nonlinear Latent Variable Models

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      Book Chapter

      Pages 449-490

      Incomplete Panels and Selection Bias

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      Book Chapter

      Pages 491-536

      Duration Models

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      Book Chapter

      Pages 537-572

      Point Processes

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