Econometric Analysis of Panel Data

This text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. The author proceeds from single to simultaneous equation methods.

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This text provides students with a comprehensive assessment of the latest panel data techniques, especially for serial correlation, heteroscedasticity, simultaneous equations, dynamic models and incomplete panels. It includes extensive coverage of estimation, testing and prediction methods using panel data. The author uses two data sets to illustrate the techniques used and cites several empirical studies using panel data techniques, so that the reader can relate the econometric methods with the economic applications. Packed with exercises which can be assigned for classroom use, the author proceeds from single equation methods to simultaneous equation methods.