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Analysis of Panel Data

Analysis of Panel Data by Cheng Hsiao
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Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior as compared to cross-sectional or time series data models. As a consequence, richer panel data sets also have become increasingly available. This 2003 second edition is a substantial revision of the highly successful first edition of 1986. Advances in panel data research are presented in a rigorous and accessible manner and are carefully integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc. Other specific revisions include the introduction of the notion of strict exogeneity with estimators presented in a generalized method of moments framework, the notion of incidental parameters, more intuitive explanations of pairwise trimming, and discussion of sample selection dynamic panel models.
Cambridge University Press; February 2003
384 pages; ISBN 9780511055072
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Title: Analysis of Panel Data
Author: Cheng Hsiao
 
ISBNs
0511055072
9780511055072
9780521818551
9781316171653