Panel Data: Theory and Applications

The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their bootstrapped versions, confidence intervals for a doubly heteroskedastic shastic production frontiers, estimation of semiparametric dynamic panel data models and a review of survey attrition and nonre...