Encyclopedia of Law and Economics

Living Edition
| Editors: Alain Marciano, Giovanni Battista Ramello

Panel Data Analysis

  • Aitor Ciarreta
  • María Paz Espinosa
  • Ainhoa Zarraga
Living reference work entry
DOI: https://doi.org/10.1007/978-1-4614-7883-6_360-1

Abstract

A panel data set is one that follows a given sample of units over time. Thus, panel data analysis refers to econometric tools that deal with the estimation of relationships that combine time series and cross-sectional data. Appropriate estimation methods are discussed depending on the characteristics of the data.

Keywords

Covariance 
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References

  1. Baltagi BH (2008) Econometric analysis of panel data. Wiley, New YorkGoogle Scholar
  2. Greene WH (2008) Econometric analysis, 6th edn. Prentice Hall, Upper Saddle RiverGoogle Scholar
  3. Hsiao C (2003) Analysis of panel data, Econometric society monographs no 34., 2nd edn Cambridge University Press, Cambridge/New YorkGoogle Scholar

Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  • Aitor Ciarreta
    • 1
  • María Paz Espinosa
    • 1
  • Ainhoa Zarraga
    • 1
  1. 1.University of the Basque Country, UPV/EHUBilbaoSpain