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Econometric Analysis Of Panel Data by Badi Baltagi

Econometric Analysis Of Panel Data

by Badi Baltagi
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Book cover type: Paperback
  • ISBN13: 9780471499374
  • Binding: Paperback
  • Subject: Economics
  • Publisher: Wiley
  • Publisher Imprint: John Wiley
  • Publication Date:
  • Pages: 304
  • Original Price: USD 75.0
  • Language: English
  • Edition: N/A
  • Item Weight: 522 grams
  • BISAC Subject(s): Finance / General

This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature and includes new data sets. The use of the standard software packages in the field i.e. STATA, LIMDEP, TSP & SAS are illustrated with new examples. The text has also been fully updated with new material on: non-stationary models, unit roots in panels and cointegration, prediction in panels, serial correlation, heteroskedasticity, and new results on GMM in dynamic panel data models. There is also website providing supplementary material for lecturers.

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