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The Econometrics of Panel Data

Handbook of Theory and Applications

  • László Mátyás
  • Patrick Sevestre

Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 28)

Table of contents

  1. Front Matter
    Pages i-2
  2. Formulation and Estimation of Econometric Models for Panel Data

    1. Marc Nerlove, Pietro Balestra
      Pages 3-18
  3. Linear Models

    1. Pietro Balestra
      Pages 21-29
    2. Laszlo Matyas
      Pages 46-71
    3. Cheng Hsiao
      Pages 72-94
    4. Patrick Sevestre, Alain Trognon
      Pages 95-117
    5. Jayalakshmi Krishnakumar
      Pages 118-151
    6. Erik Biørn
      Pages 152-195
    7. Badi H. Baltagi
      Pages 196-209
  4. Nonlinear Models

    1. Christian Gourieroux
      Pages 213-222
    2. Cheng Hsiao
      Pages 223-241
    3. Cheng Hsiao
      Pages 242-261
    4. Marno Verbeek, Theo Nijman
      Pages 262-302
    5. Marno Verbeek
      Pages 303-315
    6. Jean-Pierre Florens, Denis Fougère
      Pages 316-351
  5. Selected Applications

    1. Zvi Griliches
      Pages 355-359
    2. Georges Bresson, Francis Kramarz, Patrick Sevestre
      Pages 360-387
    3. Richard Blundell, Stephen Bond, Costas Meghir
      Pages 388-413
    4. Jean-Marc Robin
      Pages 414-435
    5. Francois Laisney, Winfried Pohlmeier, Matthias Staat
      Pages 436-469
    6. Denis Fougère, Thierry Kamionka
      Pages 470-508
    7. Pierre Blanchard
      Pages 521-546
  6. Back Matter
    Pages 547-554

About this book

Introduction

The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), 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. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi­ culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.

Keywords

dynamic models dynamics econometrics modeling panel data statistics time series

Editors and affiliations

  • László Mátyás
    • 1
    • 2
  • Patrick Sevestre
    • 3
  1. 1.Monash UniversityMelbourneAustralia
  2. 2.Budapest University of EconomicsHungary
  3. 3.Université de Paris-Val-de-Marne and INSEEFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-009-0375-3
  • Copyright Information Springer Science+Business Media B.V. 1992
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-94-010-6655-6
  • Online ISBN 978-94-009-0375-3
  • Series Print ISSN 1570-5811
  • Buy this book on publisher's site