The Econometrics of Panel Data

Fundamentals and Recent Developments in Theory and Practice, Advanced Studies in Theoretical and Applied Econometrics 46

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Bibliografische Daten
ISBN/EAN: 9783540758891
Sprache: Englisch
Umfang: xxvi, 950 S.
Auflage: 3. Auflage 2008
Einband: gebundenes Buch

Beschreibung

InhaltsangabeFundamentals.- Fixed Effects Models and Fixed Coefficients Models.- Error Components Models.- Endogenous Regressors and Correlated Effects.- The Chamberlain Approach to Panel Data: An Overview and Some Simulations.- Random Coefficient Models.- Parametric Binary Choice Models.- Advanced Topics.- Dynamic Models for Short Panels.- Unit Roots and Cointegration in Panels.- Measurement Errors and Simultaneity.- Pseudo-Panels and Repeated Cross-Sections.- Attrition, Selection Bias and Censored Regressions.- Simulation Techniques for Panels: Efficient Importance Sampling.- Semi-parametric and Non-parametric Methods in Panel Data Models.- Panel Data Modeling and Inference: A Bayesian Primer.- To Pool or Not to Pool?.- Duration Models and Point Processes.- GMM for Panel Data Count Models.- Spatial Panel Econometrics.- Applications.- Foreign Direct Investment: Lessons from Panel Data.- Stochastic Frontier Analysis and Efficiency Estimation.- Econometric Analyses of Linked Employer-Employee Data.- Life Cycle Labor Supply and Panel Data: A Survey.- Dynamic Policy Analysis.- Econometrics of Individual Labor Market Transitions.- Software Review.

Autorenportrait

Short CV László Mátyás Current employer: Central European University, Academic ProRector (2003 onwards) Department of Economics, Head of Department (October 1999-2003); CEU University Professor of Econometrics (1999 onwards) ERUDITE, Universite de Paris XII, Research Associate (1996 onwards); Previous employers: Ministry of Economic Affairs, Institute for Economic Analysis, Director and Deputy Under-Secretary of State, 1999 Jan.-Sept.; Budapest University of Economics, Dept. of Business Economics, Associate Professor and then from 1997 Szechenyi Istvan and Full Professor of Econometrics 1989-2002 (on leave from 1991 to 1997); Monash University, Melbourne, Australia, Dept. of Econometrics, Senior Lecturer, 1991-1997; Research Institute for Agricultural Economics, Budapest, Senior Research Fellow 1982-1989; ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique), Paris, Researcher, 1985-1986; Visiting positions: University of Bonn, Germany (1987) Universidad Autonoma de Madrid, and Instituto de Estudios Fiscales, Spain (1988) Universite Paris XII, France (1995) Teaching: Econometrics and Basic Econometrics, Econometric Theory, Applied Econometrics, Micro-econometrics, and supervision of graduate and Ph.D. students. Professional activities: Associate Editor, European Economic Review, 2003 onwards, Member of the Scientific Committee of the Biannual Conference Series on Panel Data, 1994 onwards, Econometric Society, Regional Coordinator, Winter European Meetings, 2002 onwards, Member of the Program Committee of the Econometric Society European Meeting (ESEM'92), 1992, Chairman of the Program Committee of the Fourth Conference on Panel Data, Budapest, 1992, Secretary of the Local Organizing Committee of the Econometric Society European Meeting (ESEM'86), 1986, Guest Editor of the journal Structural Change and Economic Dynamics (Oxford University Press), Refereeing for: the Australian Journal of Statistics, Applied Economics, Econometric Reviews, Journal of Econometrics, Empirical Economics, Journal of Applied Econometrics, Annales d'Economie et Statistique, Structural Change and Economic Dynamics, The World Economy, The Review of World Economics and the Hungarian Review of Statistics. Short CV Patrick Sevestre Doctor in economics mathematics and econometrics, with the aggregation of economics, Patrick Sevestre is Professor of Economics at the University Paris XII -Val de Marne (1994). He is also research fellow at l'ERUDITE, University Paris XII - Val de Marne, Consultant in the reserach center of Banque de France (since 1994) and teacher to the CEPE, Centre d'Etude des Programmes Economiques (1991-1994 and since1996).

Inhalt

Fundamentals: Introduction.- Fixed Effect Models and Fixed Coefficient Models.- Error Components Models.- Endogenous Regressors and Correlated Effects.- The Chamberlain Approach to Panel Data.- Random Coefficient Models.- Parametric Binary Choice Models.- Advanced Topics: Dynamic Models for Short Panels.- Unit Roots and Cointegration in Panels.- Measurement Errors and Simultaneity.- Pseudo-panels and Repeated Cross-sections.- Attrition, Selection Bias and Censored Regressions.- Simulation Techniques for Panels.- Simulation Techniques for Panels: Efficient Importance Sampling.- Semi-parametric and Non-parametric Methods in Panel Data Models.- Panel Data Modeling and Inference: A Bayesian Primer.- To Pool or Not to Pool.- Duration Models and Point Processes.- GMM for Panel Data Count Models.- Spatial Panel Econometrics.- Applications: Foreign Direct Investment: Lessons from Panel Data.- Stochastic Frontier Analysis and Efficiency Estimation.- Econometric Analyses of Linked Employer-employee Data.- Life-cycle Labour Supply and Panel Data: A Survey.- Dynamic Policy Analysis.- Econometrics of Individual Labor Market Transitions.- Software Review.