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  • © 2021

Econometric Analysis of Panel Data

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  • 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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  • ISBN: 978-3-030-53953-5
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Table of contents (13 chapters)

  1. Front Matter

    Pages i-xx
  2. Introduction

    • Badi H. Baltagi
    Pages 1-14
  3. The One-Way Error Component Regression Model

    • Badi H. Baltagi
    Pages 15-45
  4. The Two-Way Error Component Regression Model

    • Badi H. Baltagi
    Pages 47-74
  5. Test of Hypotheses with Panel Data

    • Badi H. Baltagi
    Pages 75-108
  6. Simultaneous Equations with Error Components

    • Badi H. Baltagi
    Pages 157-186
  7. Dynamic Panel Data Models

    • Badi H. Baltagi
    Pages 187-228
  8. Unbalanced Panel Data Models

    • Badi H. Baltagi
    Pages 229-257
  9. Special Topics

    • Badi H. Baltagi
    Pages 259-289
  10. Limited Dependent Variables and Panel Data

    • Badi H. Baltagi
    Pages 291-335
  11. Nonstationary Panels

    • Badi H. Baltagi
    Pages 337-389
  12. Spatial Panel Data Models

    • Badi H. Baltagi
    Pages 391-424

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. 

“This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter, as well as a thorough discussion of the underlying statistical principles without taxing the reader too greatly."
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.

Keywords

  • Spatial panel data
  • Nonstationary panel data
  • Dynamic panel data
  • Panel data applications in economics
  • Stata
  • EViews
  • Nonstationary Panels
  • Panel data econometrics
  • Quantitative economics

Reviews

“The present book, now in its 6th edition since 1995, is probably the most important book about this topic. It carefully goes through the themes, explains clearly, and gives many elucidating examples.” (zbMATH 1466.62002, 2021)

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Authors and Affiliations

  • Department of Economics and The Center for Policy Research, Syracuse University, Syracuse, USA

    Badi H. Baltagi

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

Buying options

eBook
USD 59.99
Price excludes VAT (USA)
  • ISBN: 978-3-030-53953-5
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Hardcover Book
USD 79.99
Price excludes VAT (USA)