In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992-2001, thus providing an update on developments in the field since the two volumes edited by G.S. Maddala in 1993, which covered the period from 1966-1992.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.
| ISBN: | 9781840649673 |
| Publication date: | 27th November 2002 |
| Author: | Badi H. Baltagi |
| Publisher: | Edward Elgar Publishing Ltd |
| Format: | Hardback |
| Pagination: | 1120 pages |
| Series: | The International Library of Critical Writings in Econometrics series |
| Genres: |
Econometrics and economic statistics |