Download or read book Testing for Individual Effects in Dynamic Models Using Panel Data written by Douglas Holtz-Eakin and published by . This book was released on 1986 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: This note presents a simple, linear test for individual effects in dynamic models using panel data; building upon the techniques of Holtz-Eakin, Newey, and Rosen (HNR) [198S] for estimating vector autoregressions using panel data. While implementing estimators which are consistent in the presence of individual effects is straightforward, there is no guarantee that this form of heterogeneity is an -important feature of the data. Moreover, there are advantages to avoiding an individual, effects specification. Thus, it is useful to have a test for the existence of individual effects. The test focuses on sample moment conditions implied by the presence of individual effects and is particularly suited for dynamic models using panel data. The calculations follow directly from linear, instrumental variable techniques which are computationally straightforward. Moreover, the test statistics follows directly from the estimation of autoregressive models.

Download or read book Testing for Individual Effects in Dynamic Models Using Panel Data written by and published by . This book was released on 1988 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Panel Data Econometrics with R written by Yves Croissant and published by John Wiley & Sons. This book was released on 2018-08-10 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Download or read book The Econometrics of Panel Data written by Lászlo Mátyás and published by Springer Science & Business Media. This book was released on 2008-04-06 with total page 966 pages. Available in PDF, EPUB and Kindle. Book excerpt: This restructured, updated Third Edition provides a general overview of the econometrics of panel data, from both theoretical and applied viewpoints. Readers discover how econometric tools are used to study organizational and household behaviors as well as other macroeconomic phenomena such as economic growth. The book contains sixteen entirely new chapters; all other chapters have been revised to account for recent developments. With contributions from well known specialists in the field, this handbook is a standard reference for all those involved in the use of panel data in econometrics.

Download or read book Panel Data Econometrics written by Mike Tsionas and published by Academic Press. This book was released on 2019-06-19 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Download or read book Panel Data Econometrics with R written by Yves Croissant and published by John Wiley & Sons. This book was released on 2018-11-05 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Download or read book Econometric Analysis of Panel Data written by Badi Baltagi and published by John Wiley & Sons. This book was released on 2008-06-30 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data. This new edition reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. Featuring the most recent empirical examples from panel data literature, data sets are also provided as well as the programs to implement the estimation and testing procedures described in the book. These programs will be made available via an accompanying website which will also contain solutions to end of chapter exercises that will appear in the book. The text has been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

Download or read book The Statistical Analysis of Time Series written by Theodore W. Anderson and published by John Wiley & Sons. This book was released on 2011-09-28 with total page 722 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Wiley Classics Library consists of selected books that havebecome recognized classics in their respective fields. With thesenew unabridged and inexpensive editions, Wiley hopes to extend thelife of these important works by making them available to futuregenerations of mathematicians and scientists. Currently availablein the Series: T. W. Anderson Statistical Analysis of Time SeriesT. S. Arthanari & Yadolah Dodge Mathematical Programming inStatistics Emil Artin Geometric Algebra Norman T. J. Bailey TheElements of Stochastic Processes with Applications to the NaturalSciences George E. P. Box & George C. Tiao Bayesian Inferencein Statistical Analysis R. W. Carter Simple Groups of Lie TypeWilliam G. Cochran & Gertrude M. Cox Experimental Designs,Second Edition Richard Courant Differential and Integral Calculus,Volume I Richard Courant Differential and Integral Calculus, VolumeII Richard Courant & D. Hilbert Methods of MathematicalPhysics, Volume I Richard Courant & D. Hilbert Methods ofMathematical Physics, Volume II D. R. Cox Planning of ExperimentsHarold M. S. Coxeter Introduction to Modern Geometry, SecondEdition Charles W. Curtis & Irving Reiner Representation Theoryof Finite Groups and Associative Algebras Charles W. Curtis &Irving Reiner Methods of Representation Theory with Applications toFinite Groups and Orders, Volume I Charles W. Curtis & IrvingReiner Methods of Representation Theory with Applications to FiniteGroups and Orders, Volume II Bruno de Finetti Theory ofProbability, Volume 1 Bruno de Finetti Theory of Probability,Volume 2 W. Edwards Deming Sample Design in Business Research Amosde Shalit & Herman Feshbach Theoretical Nuclear Physics, Volume1 --Nuclear Structure J. L. Doob Stochastic Processes NelsonDunford & Jacob T. Schwartz Linear Operators, Part One, GeneralTheory Nelson Dunford & Jacob T. Schwartz Linear Operators,Part Two, Spectral Theory--Self Adjoint Operators in Hilbert SpaceNelson Dunford & Jacob T. Schwartz Linear Operators, PartThree, Spectral Operators Herman Fsehbach Theoretical NuclearPhysics: Nuclear Reactions Bernard Friedman Lectures onApplications-Oriented Mathematics Gerald d. Hahn & Samuel S.Shapiro Statistical Models in Engineering Morris H. Hansen, WilliamN. Hurwitz & William G. Madow Sample Survey Methods and Theory,Volume I--Methods and Applications Morris H. Hansen, William N.Hurwitz & William G. Madow Sample Survey Methods and Theory,Volume II--Theory Peter Henrici Applied and Computational ComplexAnalysis, Volume 1--Power Series--lntegration--ConformalMapping--Location of Zeros Peter Henrici Applied and ComputationalComplex Analysis, Volume 2--Special Functions--IntegralTransforms--Asymptotics--Continued Fractions Peter Henrici Appliedand Computational Complex Analysis, Volume 3--Discrete FourierAnalysis--Cauchy Integrals--Construction of ConformalMaps--Univalent Functions Peter Hilton & Yel-Chiang Wu A Coursein Modern Algebra Harry Hochetadt Integral Equations Erwin O.Kreyezig Introductory Functional Analysis with Applications WilliamH. Louisell Quantum Statistical Properties of Radiation All HasanNayfeh Introduction to Perturbation Techniques Emanuel ParzenModern Probability Theory and Its Applications P.M. Prenter Splinesand Variational Methods Walter Rudin Fourier Analysis on Groups C.L. Siegel Topics in Complex Function Theory, Volume I--EllipticFunctions and Uniformization Theory C. L. Siegel Topics in ComplexFunction Theory, Volume II--Automorphic and Abelian integrals C. LSiegel Topics in Complex Function Theory, Volume III--AbelianFunctions & Modular Functions of Several Variables J. J. StokerDifferential Geometry J. J. Stoker Water Waves: The MathematicalTheory with Applications J. J. Stoker Nonlinear Vibrations inMechanical and Electrical Systems

Download or read book Applied Econometrics with R written by Christian Kleiber and published by Springer Science & Business Media. This book was released on 2008-12-10 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Download or read book The Econometrics of Panel Data written by László Mátyás and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 944 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and Marc Nerlove (1966), the pooling of cross sections and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific diffi culties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc., have also been explored. The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and pro bit models, latent variable models, duration and count data models, incomplete panels and selectivity bias, point processes, and simulation techniques.

Download or read book Latent Curve Models written by Kenneth A. Bollen and published by John Wiley & Sons. This book was released on 2005-12-23 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: An effective technique for data analysis in the social sciences The recent explosion in longitudinal data in the social sciences highlights the need for this timely publication. Latent Curve Models: A Structural Equation Perspective provides an effective technique to analyze latent curve models (LCMs). This type of data features random intercepts and slopes that permit each case in a sample to have a different trajectory over time. Furthermore, researchers can include variables to predict the parameters governing these trajectories. The authors synthesize a vast amount of research and findings and, at the same time, provide original results. The book analyzes LCMs from the perspective of structural equation models (SEMs) with latent variables. While the authors discuss simple regression-based procedures that are useful in the early stages of LCMs, most of the presentation uses SEMs as a driving tool. This cutting-edge work includes some of the authors' recent work on the autoregressive latent trajectory model, suggests new models for method factors in multiple indicators, discusses repeated latent variable models, and establishes the identification of a variety of LCMs. This text has been thoroughly class-tested and makes extensive use of pedagogical tools to aid readers in mastering and applying LCMs quickly and easily to their own data sets. Key features include: Chapter introductions and summaries that provide a quick overview of highlights Empirical examples provided throughout that allow readers to test their newly found knowledge and discover practical applications Conclusions at the end of each chapter that stress the essential points that readers need to understand for advancement to more sophisticated topics Extensive footnoting that points the way to the primary literature for more information on particular topics With its emphasis on modeling and the use of numerous examples, this is an excellent book for graduate courses in latent trajectory models as well as a supplemental text for courses in structural modeling. This book is an excellent aid and reference for researchers in quantitative social and behavioral sciences who need to analyze longitudinal data.

Download or read book The Oxford Handbook of Panel Data written by Badi Hani Baltagi and published by . This book was released on 2015 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.

Download or read book Large dimensional Panel Data Econometrics Testing Estimation And Structural Changes written by Feng Qu and published by World Scientific. This book was released on 2020-08-24 with total page 167 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.

Download or read book Asymptotic Theory for Econometricians written by Halbert White and published by Academic Press. This book was released on 2014-06-28 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

Download or read book Longitudinal and Panel Data written by Edward W. Frees and published by Cambridge University Press. This book was released on 2004-08-16 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.

Download or read book Analysis of Panel Data written by Cheng Hsiao and published by Cambridge University Press. This book was released on 2014-11-24 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book A Companion to Econometric Analysis of Panel Data written by Badi H. Baltagi and published by John Wiley & Sons. This book was released on 2009-06-22 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: ‘Econometric Analysis of Panel Data’ has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi).