The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Longitudinal Data Analysis

  • Cheng Hsiao
Reference work entry


The advantages and fundamental methodological issues of statistical inference using data sets that contain time series observations of a number of individuals are discussed.


Central limit theorems Discrete choice models Generalized method of moments Instrumental variables Laws of large numbers Least squares Linear models Logit models Maximum likelihood Panel data Tobit models Unit roots 

JEL Classifications

C23 C33 
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I would like to thank Steven Durlauf for helpful comments.


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© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Cheng Hsiao
    • 1
  1. 1.