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Introduction to Linear Models for Panel Data

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The Econometrics of Panel Data

Part of the book series: Advanced Studies in Theoretical and Applied Econometrics ((ASTA,volume 33))

Abstract

Statistical models combining cross section and time series data have become increasingly popular in economic research over the last thirty years, following the pioneering work of Zellner [1962] on seemingly unrelated regressions, Balestra and Nerlove [1966] on error components models and Swamy [1970] on random coefficients models.

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References

  • Balestra, P. and Nerlove, M. [1966]: Pooling Cross—Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas, Econometrica 34, 585–612.

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  • Hsiao, C. [1986]: Analysis of Panel Data, Cambridge University Press, Cambridge.

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  • Hsiao, C. [1985]: Benefits and Limitations of Panel Data, Econometric Reviews, 4 (1) 121–174.

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  • Mundlak, Y. [1978a]: On Pooling Time Series and Cross Section Data, Econometrica, 46, 69–85.

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  • Mundlak, Y. [1978b]: Models with Variable Coefficients: Integration and Extension, Annales de l’INSEE, 30–1, 483–509.

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  • Swamy, P.A.V.B. [1970]: Efficient Inference in a Random Coefficient Regression Model, Econometrica 38, 311–323.

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  • Zenner, A. [1962]: An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias, Journal of the American Statistical Association 57, 348–368.

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© 1996 Kluwer Academic Publishers

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Balestra, P. (1996). Introduction to Linear Models for Panel Data. In: Mátyás, L., Sevestre, P. (eds) The Econometrics of Panel Data. Advanced Studies in Theoretical and Applied Econometrics, vol 33. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-0137-7_2

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  • DOI: https://doi.org/10.1007/978-94-009-0137-7_2

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-0-7923-3787-4

  • Online ISBN: 978-94-009-0137-7

  • eBook Packages: Springer Book Archive

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