Econometrics of Panel Data

A Handbook of the Theory with Applications

Häftad, Engelska, 2011

AvLászló Mátyás,Patrick Sevestre,Laszlo Matyas,Patrick Mátyás, László

2 089 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Produktinformation

Utgivningsdatum2011-09-20
Mått160 x 240 x 54 mm
Vikt1 404 g
FormatHäftad
SpråkEngelska
SerieAdvanced Studies in Theoretical and Applied Econometrics
Antal sidor948
Upplaga2
FörlagSpringer
ISBN9789401065481

Tillhör följande kategorier

Mikroekonomi inom Ekonomi och ledarskap

1. Formulation and Estimation of Econometric Models for Panel Data.- 1.1. History and Dynamics: How Should We View the Disturbances?.- 1.2. Methodological Developments.- 1.3. Applications of Panel Data Econometrics.- 1.4. Conclusions.- References.- I. Linear Models.- 2. Introduction to Linear Models for Panel Data.- 3. Fixed Effect Models and Fixed Coefficient Models.- 4. Error Components Models.- 5. Random Coefficients Models.- 6. Linear Models With Random Regressors.- 7. Dynamic Linear Models.- 8. Dynamic Linear Models for Heterogenous Panels.- 9. Simultaneous Equations.- 10. Panel Data with Measurement Errors.- 11. Pseudo Panel Data.- 12. Specification Issues.- 13. The Pooling Problem.- 14. The Chamberlain Approach.- II. Nonlinear Models.- 15. Introduction to Nonlinear Models.- 16. Logit and Probit Models.- 17. Nonlinear Latent Variable Models.- 18. Incomplete Panels and Selection Bias.- 19. Duration Models.- 20. Point Processes.- 21. Improved Estimation Procedures.- 22. Some GMM Estimation Methods and Specification Tests for Nonlinear Models.- 23. Simulation Techniques.- 24. Inference in Panel Data Models via Gibbs Sampling.- III. Selected Applications.- to the Applications.- 25. Dynamic Labour Demand Models.- 26. Econometric Models of Company Investment.- 27. Consumption Dynamics and Panel Data: A Survey.- 28. Estimation of Labour Supply Functions Using Panel Data: A Survey.- 29. Individual Labour Market Transitions.- 30. Modelling Companies’ Dividend Policy Using Account Panel Data.- 31. Panel Data, Multinational Enterprises and Direct Investment.- 32. Production Frontiers and Efficiency Measurement.- 33. Software Review.