Panel data econometrics / (Record no. 419167)
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000 -LEADER | |
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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 |
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) |