Descripción del título
Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior as compared to cross-sectional or time series data models. As a consequence, richer panel data sets also have become increasingly available. This 2003 second edition is a substantial revision of the highly successful first edition of 1986. Advances in panel data research are presented in a rigorous and accessible manner and are carefully integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc. Other specific revisions include the introduction of the notion of strict exogeneity with estimators presented in a generalized method of moments framework, the notion of incidental parameters, more intuitive explanations of pairwise trimming, and discussion of sample selection dynamic panel models
Monografía
monografia Rebiun24832831 https://catalogo.rebiun.org/rebiun/record/Rebiun24832831 m|||||o||d|||||||| cr|||||||||||| 100422s2003||||enk o ||1 0|eng|d 9780511754203 ebook) 9780521818551 hardback) 9780521522717 paperback) UkCbUP eng rda UkCbUP 330/.01/5195 21 Hsiao, Cheng 1943-) author Analysis of panel data Cheng Hsiao 2nd ed Cambridge Cambridge University Press 2003 Cambridge Cambridge Cambridge University Press 1 online resource (xiv, 366 pages) digital, PDF file(s) 1 online resource (xiv, 366 pages) Text txt rdacontent computer c rdamedia online resource cr rdacarrier Econometric Society monographs 34 EBA Cambridge University Press Title from publisher's bibliographic system (viewed on 05 Oct 2015) Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior as compared to cross-sectional or time series data models. As a consequence, richer panel data sets also have become increasingly available. This 2003 second edition is a substantial revision of the highly successful first edition of 1986. Advances in panel data research are presented in a rigorous and accessible manner and are carefully integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc. Other specific revisions include the introduction of the notion of strict exogeneity with estimators presented in a generalized method of moments framework, the notion of incidental parameters, more intuitive explanations of pairwise trimming, and discussion of sample selection dynamic panel models Econometrics Panel analysis Analysis of variance Print version 9780521818551 Econometric Society monographs 34