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Econometrics of Panel Data

Econometrics of Panel Data

ISBN 9780198753445
Publisher Oxford University Press
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Overview
This book is intended as a text for master and advanced undergraduate courses at universities. It may also be useful for PhD-students writing theses in empirical/applied economics and readers doing empirical work on their own. The book attempts to take the reader gradually from simple models and methods in scalar (simple vector) notation to more complex models in matrix notation. Compared with related texts, a distinctive feature is that relatively more attention is given to unbalanced panel data, the measurement error problem, random coefficient approaches, the interface between panel data and aggregation, and the interface between unbalanced panels and truncated and censored data sets. The 12 chapters are intended to be largely self-contained, although there is a natural progression.
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