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Badi H. Baltagi

Econometric Analysis of Panel Data

Econometric Analysis of Panel Data

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  • More about Econometric Analysis of Panel Data


Econometric Analysis of Panel Data is the leading textbook on panel data econometrics, covering basic techniques, real economic applications, and empirical illustrations using Stata and EViews. It has been fully revised and updated for the sixth edition and includes new material on dynamic panels, limited dependent variables, and nonstationary panels.

\n Format: Hardback
\n Length: 424 pages
\n Publication date: 09 April 2021
\n Publisher: Springer Nature Switzerland AG
\n


This comprehensive textbook provides a thorough introduction to panel data econometrics, a field that has experienced significant growth over the past two decades. With the availability of micro and macro panels, methods for analyzing these types of data have become increasingly sought after by practitioners. The growth of this field has been facilitated by software programs, including freely available ones in R and numerous user-written programs in Stata and EViews. Written by one of the world's leading researchers and authors in the field, Econometric Analysis of Panel Data has established itself as the leading textbook for graduate and postgraduate courses on panel data.

The sixth edition of this textbook has been extensively revised and updated, incorporating new material on dynamic panels, limited dependent variables, and nonstationary panels, as well as spatial panel data. The author also provides empirical illustrations and examples using Stata and EViews.

"This is a definitive book written by one of the architects of modern, panel data econometrics. It provides both a practical introduction to the subject matter and a thorough discussion of the underlying statistical principles without taxing the reader too greatly. Professor Kajal Lahiri, State University of New York, Albany, USA."

"This book is the most comprehensive work available on panel data. It is written by one of the leading contributors to the field and is notable for its encyclopedic coverage and its clarity of exposition. It is useful to theorists and to people doing applied work using panel data. It is valuable as a text for a course in panel."

\n Weight: 828g\n
Dimension: 235 x 155 (mm)\n
ISBN-13: 9783030539528\n
Edition number: 6th ed. 2021\n

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