Analysis of Panel Data

A comprehensive introduction of fundamental panel data methodologies.

Cheng Hsiao (Author)

9781009060752, Cambridge University Press

Paperback / softback, published 7 July 2022

500 pages
24.3 x 16.8 x 2.8 cm, 0.91 kg

Cheng Hsiao's Analysis of Panel Data has undoubtedly become the classic text book reference on panel data econometric methods. It is to be recommended for the clarity and deepness of its exposition, its wide coverage of the abundant and rapidly developing specialized literature, and its remarkable capacity to focus on what is most essential in this literature. Jacques Mairesse, Collège de France

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical method widely used to analyze two or higher-dimensional panel data. The topics discussed in early editions have been reorganized and streamlined to comprehensively introduce panel econometric methodologies useful for identifying causal relationships among variables, supported by interdisciplinary examples and case studies. This book, to be featured in Cambridge's Econometric Society Monographs series, has been the leader in the field since the first edition. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.

Preface
1. Introduction
2. Static models with additive effects
3. Dynamic models with additive effects
4. Static simultaneous models with additive effects
5. Dynamic system
6. Qualitative choice models
7. Limited dependent and sample section models
8. Some nonlinear models
9. Miscellaneous topics
10. Interactive effects models
11. Spatial models and cross-sectional dependent data
12. Program evaluation
13. Varying coefficients models
14. Big data analysis.

Subject Areas: Epidemiology & medical statistics [MBNS], Econometrics [KCH]