Recent developements in the econometrics of panel data
- ISBN: 9781840649673
- Editorial: Edward Elgal Publishing Limited
- Fecha de la edición: 2002
- Lugar de la edición: Cheltenham. Reino Unido
- Encuadernación: Cartoné
- Medidas: 24 cm
- Volumen: 2 Vols.
- Nº Pág.: 1120
- Idiomas: Inglés
In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992-2002, thus providing an update on developements in the field since the two volumes edited by G.S.Maddala. Topics covered in these latest volumes include core articles on dynamic panels and the generalized method of moments, heterogeneous panels, non-stationary panels including spurious regression, unit roots and tests for cointegration in panels, limited dependent variable models using panel data including models with censored endogenous variables and sample selection, non-linear panel data models, unbalanced panels, pseudo- panels and specification tests in panels