Analysis of Panel Data

by Cheng Hsiao

Overview

Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. It is essential reading for researchers, practitioners and graduate students interested in the analysis of microeconomic behavior.

Product Details

ISBN-13:	9781009076609
Publisher:	Cambridge University Press
Publication date:	07/07/2022
Series:	Econometric Society Monographs
Sold by:	Barnes & Noble
Format:	eBook
File size:	29 MB
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About the Author

Cheng Hsiao is Professor of Economics at the University of Southern California.

Table of Contents

Preface; 1. Introduction; 2. Static models with additive effects; 3. Dynamic models with additive effects; 4. Static simultaneous models with additive effects; 5. Dynamic system; 6. Qualitative choice models; 7. Limited dependent and sample section models; 8. Some nonlinear models; 9. Miscellaneous topics; 10. Interactive effects models; 11. Spatial models and cross-sectional dependent data; 12. Program evaluation; 13. Varying coefficients models; 14. Big data analysis.

Editorial Reviews

'A masterful new edition of Hsiao's classic text on panel data. This is a superbly comprehensive and accessible source for panel data with modern approaches to inference and identification, helpful to econometricians and other quantitative social scientists.' Esfandiar Maasoumi, Emery University

'The latest edition of Cheng Hsiao's panel data monograph is most welcome to the econometrics profession. Benefitting from Professor Hsiao's deep understanding and insight, it has, since its first edition, not only become required reading for students, researchers and practitioners, but surely deserves no small credit for the huge growth of interest and activity in panel data. In this 4th edition, Professor Hsiao has very successfully built on the foundations of the earlier ones.' Peter M. Robinson, London School of Economics

'Professor Hsiao has done it again. This edition provides a lucid and comprehensive account of often complex problems, ranging from the analysis of panel data models with interactive effects, heterogeneity, spatial dependence, simultaneous dynamic models, to program evaluation – many areas to which he himself has made significant and lasting contributions. I have learned a great deal from the past three editions, and I very much look forward to the fourth edition and strongly recommend it to both students and research scholars of panel data alike.' Hashem Pesaran, John Elliot University of Southern California

'Cheng Hsiao's Analysis of Panel Data has undoubtedly become the classic text book reference on panel data econometric methods. It is to be recommended for the clarity and deepness of its exposition, its wide coverage of the abundant and rapidly developing specialized literature, and its remarkable capacity to focus on what is most essential in this literature.' Jacques Mairesse, Collège de France

From the Publisher