TY  - BOOK
AU  - Hsiao,Cheng
TI  - Analysis of panel data
T2  - Econometric society monographs
SN  - 9781107657632 (paperback)
U1  - 330.015195 23
PY  - 2014///
CY  - New York
PB  - Cambridge
KW  - Econometrics
KW  - Panel analysis
KW  - Analysis of variance
N1  - 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
N2  - "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"--
ER  -