The Oxford Handbook of Panel Data

Badi H. Baltagi is distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, The Maxwell School, Syracuse University. He received his Ph.D. in Economics at the University of Pennsylvania in 1979. He is also part-time Chair in Economics, University of Leicester, and was a visiting Professor at the University of Arizona and the University of California, San Diego. He is the author or editor of many books and articles that have appeared in the leading economics and statistics journals.

Introduction ; Badi H. Baltagi ; PART I: PANEL DATA MODELS AND METHODS ; 1. Large Panel Data Models with Cross-Sectional Dependence: A Survey ; Alexander Chudik and Hashem Pesaran ; 2. Panel Cointegration ; In Choi ; 3. Dynamic Panel Data Models ; Maurice J. G. Bun and Vasilis Sarafidis ; 4. Incidental Parameters and Dynamic Panel Modeling ; Hyungsik Roger Moon, Benoit Perron, and Peter C.B. Phillips ; 5. Unbalanced Panel Data Models with Interactive Effects ; Jushan Bai, Yuan Liao, and Jisheng Yang ; 6. Panel Data Models for Discrete Choice ; William Greene ; 7. Panel Conditional and Multinomial Logit Estimators ; Myoung-jae Lee ; 8. Count Panel Data ; A. Colin Cameron and Pravin K. Trivedi ; 9. Treatment Effects and Panel Data ; Michael Lechner ; 10. Nonparametric Panel Data Regression Models ; Yiguo Sun, Yu Yvette Zhang, and Qi Li ; 11. Measurement Error in Panel Data ; Erik Meijer, Laura Spierdijk, and Tom Wansbeek ; 12. Spatial Panel Data Models ; Lung-fei Lee and Jihai Yu ; 13. Random Coefficient Models in Panels ; Cheng Hsiao ; 14. Robust Panel Data Methods and Influential Observations ; Badi H. Baltagi and Georges Bresson ; PART II: PANEL DATA APPLICATIONS ; 15. The Analysis of Macroeconomic Panel Data ; Joerg Breitung ; 16. Cohort Data in Health Economics ; Stephanie von Hinke Kessler Scholder and Andrew M. Jones ; 17. Panel Data and Productivity Measurement ; Robin C. Sickles, Jiaqi Hao, and Chenjun Shang ; 18. Panel Data Discrete Choice Models of Consumer Demand ; Michael Keane ; 19. Panel Econometrics of Labor Market Outcomes ; Thomas J. Kniesner and James P. Ziliak ; 20. Panel Data Gravity Models of International Trade ; Badi H. Baltagi, Peter Egger, and Michael Pfaffermayr