Econometric analysis of panel data/ Badi H Baltagi

Includes bibliography

Introduction -- The one-way error component regression model -- The Two-way error component regression model -- Test of hypothesis with panel data -- Heteroskedasticity and serial correlation in the error component model -- Seemingly unrelated regressions with error components -- Simultaneous equations with error components -- Dynamics panel data model -- Unbalanced panel data models -- Special topics -- Limited dependent variables and panel data -- Nonstationary panels -- Spatial panel data models

This textbook offers a comprehensive introduction to panel data econometrics, an area that has enjoyed considerable growth over the last two decades. Micro and Macro panels are becoming increasingly available, and methods for dealing with these types of data are in high demand among practitioners. Software programs have fostered this growth, including freely available programs in R and numerous user-written programs in both 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. It provides up-to-date coverage of basic panel data techniques, illustrated with real economic applications and datasets, which are available at the book’s website on springer.com.
This new sixth edition has been fully revised and updated, and includes 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.