The Econometrics of Panel Data

Fundamentals and Recent Developments in Theory and Practice

  • László Mátyás
  • Patrick Sevestre

Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 46)

Table of contents

  1. Front Matter
    Pages I-XXVI
  2. Fundamentals

    1. Front Matter
      Pages 1-1
    2. Marc Nerlove, Patrick Sevestre, Pietro Balestra
      Pages 3-22
    3. Pietro Balestra, Jayalakshmi Krishnakumar
      Pages 23-48
    4. Badi H. Baltagi, László Mátyás, Patrick Sevestre
      Pages 49-87
    5. Rachid Boumahdi, Alban Thomas
      Pages 89-112
    6. Bruno Crépon, Jacques Mairesse
      Pages 113-183
    7. Cheng Hsiao, M. Hashem Pesaran
      Pages 185-213
    8. Michael Lechner, Stéfan Lollivier, Thierry Magnac
      Pages 215-245
  3. Advanced Topics

    1. Front Matter
      Pages 247-247
    2. Mark N. Harris, L´szlÓ M´ty´s, Patrick Sevestre
      Pages 249-278
    3. Jörg Breitung, M. Hashem Pesaran
      Pages 279-322
    4. Erik Biørn, Jayalakshmi Krishnakumar
      Pages 323-367
    5. Marno Verbeek
      Pages 369-383
    6. Bo Honoré, Francis Vella, Marno Verbeek
      Pages 385-418
    7. Roman Liesenfeld, Jean-FranÇois Richard
      Pages 419-450
    8. Badi H. Baltagi, Georges Bresson, Alain Pirotte
      Pages 517-546
    9. Jean-Pierre Florens, Denis Fougère, Michel Mouchart
      Pages 547-601
    10. Frank Windmeijer
      Pages 603-624
    11. Luc Anselin, Julie Le Gallo, Hubert Jayet
      Pages 625-660
  4. Applications

    1. Front Matter
      Pages 661-661
    2. Pierre Blanchard, Carl Gaigné, Claude Mathieu
      Pages 663-696
    3. Christopher Cornwell, Peter Schmidt
      Pages 697-726
    4. John M. Abowd, Francis Kramarz, Simon Woodcock
      Pages 727-760
    5. Bertrand Koebel, François Laisney, Winfried Pohlmeier, Matthias Staat
      Pages 761-794
    6. Jaap H. Abbring, James J. Heckman
      Pages 795-863
    7. Denis Fougère, Thierry Kamionka
      Pages 865-905
    8. Pierre Blanchard
      Pages 907-950

About this book


This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.

This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household’s behaviors. It contains eleven entirely new chapters while the others have been largely revised to account for recent developments in the field.


Data Fundamentals Mátyás Panel Simulation calculus econometrics paraplusig statistics

Editors and affiliations

  • László Mátyás
    • 1
  • Patrick Sevestre
    • 2
  1. 1.Department of EconomicsCentral European UniversityHungary
  2. 2.Ecole Economique de Paris (Paris School of Economics)Université Paris 1-Panthéon SorbonneFrance

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 2008
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Business and Economics
  • Print ISBN 978-3-540-75889-1
  • Online ISBN 978-3-540-75892-1
  • Series Print ISSN 1570-5811
  • Buy this book on publisher's site