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Panel Data Econometrics
     

Panel Data Econometrics

by Myoung-jae Lee
 
"This is a useful reference work that brings together many recent developments in estimation with panel data. The emphasis on semiparametric and limited dependent variable methods provides a good complement to other recent books on the subject."
-Arthur Lewbel, Boston College

"Professor Lee has combined accessible technical discussions of modern panel data

Overview

"This is a useful reference work that brings together many recent developments in estimation with panel data. The emphasis on semiparametric and limited dependent variable methods provides a good complement to other recent books on the subject."
-Arthur Lewbel, Boston College

"Professor Lee has combined accessible technical discussions of modern panel data treatments with their empirical implementation in models containing limited dependent variables. It arrives on the scene soon after our profession recognized the importance of such models by awarding of the 2000 Nobel Prize in Economics to D. McFadden and J. Heckman. A must for any serious graduate student who intends to carry out modern research in econometric theory and/or empirical research in the social sciences."
-Robin C. Sickles, Professor of Economics and Statistics, Rice University


This practical, accessible, detailed examination of recent developments in panel data econometrics highlights semiparametric approaches, providing distribution-free estimators for limited response models. It offers detailed accounts of delicate subjects, such as panel data sample selection models, and is well supplemented by examples and empirical exercises. For both empirical researchers who wish to apply panel data methods and the person who is serious about using semi-parametric methods in panel data analysis, Professor Lee's comprehensive examination of recent estimation methods, his practical clues and insights, and his discussions of computational feasibility separate his book from other econometrics texts.

KEY FEATURES
* Focuses on practical implementation and computational feasibility of estimationmethods
* Compares parametric and semiparametric approaches, highlighting advantages of new methods
* Provides distribution-free estimators for limited response models
* Includes innovative programs with accompanying data sets on disk
* Presents computational steps and recent methods in panel data analysis
* Describes main theoretical ideas behind the generalized method-of-moments (GMM) estimation

Editorial Reviews

Booknews
A textbook for a one-quarter or one-semester graduate course for students who have taken one or two econometrics courses. It describes recent developments in panel data econometrics, emphasizing weak model assumptions. In recognition that available econometric packages are not flexible enough for recent methods, the computational steps as well as the main theoretical ideas are presented so students can analyze panel data on their own. The disk contains data sets and programs for the empirical examples in the text; it requires Windows. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN-13:
9780124406568
Publisher:
Emerald Group Pub Ltd
Publication date:
04/01/2002
Edition description:
BOOK&DISK
Pages:
195
Product dimensions:
6.10(w) x 9.52(h) x 0.66(d)

Related Subjects

Meet the Author

Department of Economics, Sungkyunkwan University, Seoul, South Korea

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