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Panel data econometrics / (Record no. 419167)

MARC details
000 -LEADER
fixed length control field 05716 a2200253 4500
001 - CONTROL NUMBER
control field 135954-57
003 - CONTROL NUMBER IDENTIFIER
control field ISI Library, Kolkata
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20150703163358.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150605b xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780415721400 (set ISBN)
040 ## - CATALOGING SOURCE
Original cataloging agency ISI Library
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Edition number 23
Item number B197
245 10 - TITLE STATEMENT
Title Panel data econometrics /
Remainder of title [edited by] Badi H. Baltagi.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc London :
Name of publisher, distributor, etc Routledge,
Date of publication, distribution, etc 2015.
300 ## - PHYSICAL DESCRIPTION
Extent 4v. ;
Dimensions 24 cm.
490 0# - SERIES STATEMENT
Series statement Critical concepts in economics
500 ## - GENERAL NOTE
General note Includes index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Volume I :<br/>Part 1: Dynamic Panels <br/>1. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators--<br/>2. Quantile Regression for Dynamic Panel Data with Fixed Effects--<br/>3. Long Difference Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects--<br/>4. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T are Large--<br/><br/>Part 2: Non-Stationary Panels: Unit Roots, Co-Integration, and Factor Models <br/>5. Panel Data Models with Interactive Fixed Effects--<br/>6. Common Breaks in Means and Variances for Panel Data--<br/>7. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data--<br/>8. A PANIC Attack on Unit Roots and Cointegration--<br/>9. Panel Unit Root Tests and Spatial Dependence--<br/>10. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration--<br/>11. A Parametric Approach to the Estimation of Cointegration Vectors in Panel Data--<br/>12. Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models--<br/>13. Testing for Unit Roots in Heterogeneous Panels--<br/><br/>Volume II :<br/>14. Panels with Non-Stationary Multifactor Error Structures--<br/>15. Inference in Panel Cointegration Models with Long Panels--<br/>16. Unit Root Test in Panel Data: Asymptotic and Finite Sample Properties--<br/>17. Dynamic Seemingly Unrelated Cointegrating Regression--<br/>18. Testing for Unit Root in Panels with Dynamic Factors--<br/>19. GMM Estimation of Autoregressive Roots Near Unity with Panel Data--<br/>20. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure--<br/>21. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence--<br/>22. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence--<br/>23. Efficient Estimation and Inference in Linear Pseudo-Panel Data Models--<br/>24. Asymptotic Theory for Heterogeneous Dynamic Pseudo-Panels--<br/>25. Estimating Dynamic Models from Repeated Cross-Sections--<br/><br/>Volume III :<br/>Part 4: Spatial Panels and Cross-sectional Dependence in Panels-- <br/>26.A Generalized Spatial Panel Data Model with Random Effects--<br/>27. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model--<br/>28. 'Testing Panel Data Regression Models with Spatial Error Correlation--<br/>29. Panel Data Models with Spatially Correlated Error Components--<br/>30. Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects--<br/>31. The Hausman Test in a Cliff and Ord Panel Model--<br/>32. Large Panels with Common Factors and Spatial Correlation--<br/>33. A Test of Cross Section Dependence for a Linear Dynamic Panel Model with Regressors--<br/><br/>Part 5: Nonlinear Panel Data Models-- <br/>34. Section and Panel Data Estimators for Nonseparable Models With Endogenous Regressors--<br/>35. Identifying Distributional Characteristics in Random Coefficients Panel Data Models--<br/>36. Binary Choice Panel Data Models with Predetermined Variables--<br/>37. A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects--<br/>38. Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects--<br/><br/>Volume IV :<br/>39. Average and Quantile Effects in Nonseparable Panel Models--<br/>40. Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models--<br/>41. Bias Corrections for Two-Step Fixed Effects Panel Data Estimators--<br/>42. Discrete Time Duration Models with Group-Level Heterogeneity--<br/>43. Identification and Estimation of Average Partial Effects in 'Irregular--<br/>44. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models--<br/>45. Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects--<br/>46. Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors--<br/>47. Bounds on Parameters in Panel Dynamic Discrete Choice Models--<br/>48. Estimation of a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics--<br/>49. Fixed Effects Instrumental Variables Estimation in Correlated Random Coefficient Panel Data Models--<br/>50. Nonresponse in Dynamic Panel Data Models--<br/>51. Estimating Panel Data Models in the Presence of Endogeneity and Selection--<br/>52. Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity--<br/>53. Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models-- <br/><br/>Part 6: Further Reading-- <br/>54. Forecasting with Panel Data--<br/>55. Robust Estimators for the Fixed Effects Panel Data Model--<br/>56. Robust Penalized Quantile Regression Estimation for Panel Data.<br/>Index.
520 ## - SUMMARY, ETC.
Summary, etc This four-volume set provides an authoritative, one-stop resource to enable users to understand the econometrics of panel data, from both theoretical and applied viewpoints. With a full index and comprehensive introductions to each volume, newly written by the editor, the collection also provides a synoptic view of many current key debates and issues.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Panel analysis.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Baltagi, Badi H.,
Relator term editor
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Lost status Not for loan Home library Current library Date acquired Cost, normal purchase price Full call number Accession Number Koha item type Original Price
    ISI Library, Kolkata ISI Library, Kolkata 15/04/2015 76151.97 330.015195 B197 135954 Books  
    ISI Library, Kolkata ISI Library, Kolkata 15/04/2015   330.015195 B197 135955 Books Rs.76152.00 (4 vol. set)
    ISI Library, Kolkata ISI Library, Kolkata 15/04/2015   330.015195 B197 135956 Books Rs.76152.00 (4 vol. set)
    ISI Library, Kolkata ISI Library, Kolkata 15/04/2015   330.015195 B197 135957 Books Rs.76152.00 (4 vol. set)
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