Overview
- Provides up-to-date coverage of panel data analysis
- Includes several applications in economics, illustrated with Stata and EViews, highlighting the content’s practical value
- Covers important topics in panel data analysis, e.g. dynamic panels, nonstationary panels, limited dependent variables and spatial panel data
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Texts in Business and Economics (STBE)
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Table of contents (13 chapters)
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Front Matter
Keywords
About this book
This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both Stata and EViews.
Written by one of the world’s leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com.
This new sixth edition has been fully revised and updated, and includes new material on dynamic panels, limited dependent variables and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews.
Professor Kajal Lahiri, State University of New York, Albany, USA.
"This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field, and is notable for its encyclopaedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel data, as a supplementary text for more general courses in econometrics, and as a reference."
Professor Peter Schmidt, Michigan State University, USA.
“Panel data econometrics is in its ascendancy, combining the power of cross section averaging with all the subtleties of temporal and spatial dependence. Badi Baltagi provides a remarkable roadmap of this fascinating interface of econometric method, enticing the novitiate with technical gentleness, the expert with comprehensive coverage and the practitioner with many empirical applications.”
Professor Peter C. B. Phillips, Cowles Foundation, Yale University, USA.
Reviews
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Authors and Affiliations
About the author
Badi H. Baltagi is a Distinguished Professor of Economics and Senior Research Associate at the Center for Policy Research, The Maxwell School, Syracuse University (USA). Professor Baltagi is the current editor of Economics Letters, having previously served as the editor of Empirical Economics (1999-2018) and as the replication editor for the Journal of Applied Econometrics (2003-2018). He is a fellow of the Journal of Econometrics as well as Econometric Reviews and a recipient of the Multa and Plura Scripsit Awards from Econometric Theory, as well as the Distinguished Authors Award from the Journal of Applied Econometrics.
Bibliographic Information
Book Title: Econometric Analysis of Panel Data
Authors: Badi H. Baltagi
Series Title: Springer Texts in Business and Economics
DOI: https://doi.org/10.1007/978-3-030-53953-5
Publisher: Springer Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021
Hardcover ISBN: 978-3-030-53952-8Published: 16 March 2021
eBook ISBN: 978-3-030-53953-5Published: 16 March 2021
Series ISSN: 2192-4333
Series E-ISSN: 2192-4341
Edition Number: 6
Number of Pages: XX, 424
Number of Illustrations: 68 b/w illustrations
Topics: Economic Theory/Quantitative Economics/Mathematical Methods, Statistics for Business, Management, Economics, Finance, Insurance, Applications of Mathematics