TY - GEN AU - Baltagi,Badi H. TI - Panel data econometrics: [edited by] Badi H. Baltagi T2 - Critical concepts in economics SN - 9780415721400 (set ISBN) U1 - 330.015195 23 PY - 2015/// CY - London PB - Routledge KW - Econometrics. KW - Panel analysis. N1 - Includes index; Volume I : Part 1: Dynamic Panels 1. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators-- 2. Quantile Regression for Dynamic Panel Data with Fixed Effects-- 3. Long Difference Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects-- 4. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T are Large-- Part 2: Non-Stationary Panels: Unit Roots, Co-Integration, and Factor Models 5. Panel Data Models with Interactive Fixed Effects-- 6. Common Breaks in Means and Variances for Panel Data-- 7. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data-- 8. A PANIC Attack on Unit Roots and Cointegration-- 9. Panel Unit Root Tests and Spatial Dependence-- 10. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration-- 11. A Parametric Approach to the Estimation of Cointegration Vectors in Panel Data-- 12. Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models-- 13. Testing for Unit Roots in Heterogeneous Panels-- Volume II : 14. Panels with Non-Stationary Multifactor Error Structures-- 15. Inference in Panel Cointegration Models with Long Panels-- 16. Unit Root Test in Panel Data: Asymptotic and Finite Sample Properties-- 17. Dynamic Seemingly Unrelated Cointegrating Regression-- 18. Testing for Unit Root in Panels with Dynamic Factors-- 19. GMM Estimation of Autoregressive Roots Near Unity with Panel Data-- 20. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure-- 21. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence-- 22. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence-- 23. Efficient Estimation and Inference in Linear Pseudo-Panel Data Models-- 24. Asymptotic Theory for Heterogeneous Dynamic Pseudo-Panels-- 25. Estimating Dynamic Models from Repeated Cross-Sections-- Volume III : Part 4: Spatial Panels and Cross-sectional Dependence in Panels-- 26.A Generalized Spatial Panel Data Model with Random Effects-- 27. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model-- 28. 'Testing Panel Data Regression Models with Spatial Error Correlation-- 29. Panel Data Models with Spatially Correlated Error Components-- 30. Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects-- 31. The Hausman Test in a Cliff and Ord Panel Model-- 32. Large Panels with Common Factors and Spatial Correlation-- 33. A Test of Cross Section Dependence for a Linear Dynamic Panel Model with Regressors-- Part 5: Nonlinear Panel Data Models-- 34. Section and Panel Data Estimators for Nonseparable Models With Endogenous Regressors-- 35. Identifying Distributional Characteristics in Random Coefficients Panel Data Models-- 36. Binary Choice Panel Data Models with Predetermined Variables-- 37. A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects-- 38. Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects-- Volume IV : 39. Average and Quantile Effects in Nonseparable Panel Models-- 40. Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models-- 41. Bias Corrections for Two-Step Fixed Effects Panel Data Estimators-- 42. Discrete Time Duration Models with Group-Level Heterogeneity-- 43. Identification and Estimation of Average Partial Effects in 'Irregular-- 44. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models-- 45. Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects-- 46. Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors-- 47. Bounds on Parameters in Panel Dynamic Discrete Choice Models-- 48. Estimation of a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics-- 49. Fixed Effects Instrumental Variables Estimation in Correlated Random Coefficient Panel Data Models-- 50. Nonresponse in Dynamic Panel Data Models-- 51. Estimating Panel Data Models in the Presence of Endogeneity and Selection-- 52. Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity-- 53. Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models-- Part 6: Further Reading-- 54. Forecasting with Panel Data-- 55. Robust Estimators for the Fixed Effects Panel Data Model-- 56. Robust Penalized Quantile Regression Estimation for Panel Data. Index N2 - 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 ER -