The Oxford Handbook of Panel Data

The Oxford Handbook of Panel Data

by Badi H. Baltagi

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The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.

Product Details

ISBN-13: 9780190210823
Publisher: Oxford University Press
Publication date: 11/03/2014
Series: Oxford Handbooks
Sold by: Barnes & Noble
Format: NOOK Book
Pages: 512
File size: 51 MB
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About the Author

Badi H. Baltagi is distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, The Maxwell School, Syracuse University. He received his Ph.D. in Economics at the University of Pennsylvania in 1979. He is also part-time Chair in Economics, University of Leicester, and was a visiting Professor at the University of Arizona and the University of California, San Diego. He is the author or editor of many books and articles that have appeared in the leading economics and statistics journals.

Table of Contents

Introduction Badi H. Baltagi PART I: PANEL DATA MODELS AND METHODS 1. Large Panel Data Models with Cross-Sectional Dependence: A Survey Alexander Chudik and Hashem Pesaran 2. Panel Cointegration In Choi 3. Dynamic Panel Data Models Maurice J. G. Bun and Vasilis Sarafidis 4. Incidental Parameters and Dynamic Panel Modeling Hyungsik Roger Moon, Benoit Perron, and Peter C.B. Phillips 5. Unbalanced Panel Data Models with Interactive Effects Jushan Bai, Yuan Liao, and Jisheng Yang 6. Panel Data Models for Discrete Choice William Greene 7. Panel Conditional and Multinomial Logit Estimators Myoung-jae Lee 8. Count Panel Data A. Colin Cameron and Pravin K. Trivedi 9. Treatment Effects and Panel Data Michael Lechner 10. Nonparametric Panel Data Regression Models Yiguo Sun, Yu Yvette Zhang, and Qi Li 11. Measurement Error in Panel Data Erik Meijer, Laura Spierdijk, and Tom Wansbeek 12. Spatial Panel Data Models Lung-fei Lee and Jihai Yu 13. Random Coefficient Models in Panels Cheng Hsiao 14. Robust Panel Data Methods and Influential Observations Badi H. Baltagi and Georges Bresson PART II: PANEL DATA APPLICATIONS 15. The Analysis of Macroeconomic Panel Data Joerg Breitung 16. Cohort Data in Health Economics Stephanie von Hinke Kessler Scholder and Andrew M. Jones 17. Panel Data and Productivity Measurement Robin C. Sickles, Jiaqi Hao, and Chenjun Shang 18. Panel Data Discrete Choice Models of Consumer Demand Michael Keane 19. Panel Econometrics of Labor Market Outcomes Thomas J. Kniesner and James P. Ziliak 20. Panel Data Gravity Models of International Trade Badi H. Baltagi, Peter Egger, and Michael Pfaffermayr

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