Analysis of panel data / Cheng Hsiao.

Includes bibliographical references and index.

Machine generated contents note: 1. Introduction;
2. Homogeneity test for linear regression models (analysis of covariance);
3. Simple regression with variable intercepts;
4. Dynamic models with variable intercepts;
5. Simultaneous-equations models;
6. Variable-coefficient models;
7. Discrete data;
8. Truncated and censored data;
9. Cross-sectional dependent panel data;
10. Dynamic system;
11. Incomplete panel data;
12. Miscellaneous topics;
13. A summary view;
References;
Indexes .

"This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models"--