Panel Data Econometrics

Mike G. Tsionas is Professor of Economics in the Lancaster University Management School (Ph.D, 1994, University of Minnesota). He is a Fellow of the Journal of Econometrics, a Distinguished Author of the Journal of Applied Econometrics and an Associate Editor of Empirical Economics, Journal of Productivity Analysis, Economic Modelling, Journal of Mathematics and the Journal of Banking and Finance in the past. He has authored several books and 160 academic papers in such journals as Review of Economic Studies, Journal of the American Statistical Association, Journal of Econometrics, Journal of Applied Econometrics, Operations Research, European Journal of Operational Research, Journal of Economic Dynamics and Control, Journal of Banking and Finance, and several other leading Economics journals.

1. A synopsis of econometrics
2. Testing and correcting for endogeneity in nonlinear unobserved effects models
3. Nonlinear and related panel data models
4. Nonparametric estimation and inference for panel data models
5. Heterogeneity and endogeneity in panel stochastic frontier models
6. Bayesian estimation of panel count data models: dynamics, latent heterogeneity, serial error correlation, and nonparametric structures
7. Fixed effects likelihood approach for large panels
8. Panel vector autoregressions with binary data
9. Implementing generalized panel data stochastic frontier estimators
10. Panel cointegration techniques and open challenges
11. Alternative approaches to the econometrics of panel data
12. Analysis of panel data using R