Description
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
Table of Contents
1. A synopsis of econometrics2. Testing and correcting for endogeneity in nonlinear unobserved effects models3. Nonlinear and related panel data models4. Nonparametric estimation and inference for panel data models5. Heterogeneity and endogeneity in panel stochastic frontier models6. Bayesian estimation of panel count data models: dynamics, latent heterogeneity, serial error correlation, and nonparametric structures7. Fixed effects likelihood approach for large panels8. Panel vector autoregressions with binary data9. Implementing generalized panel data stochastic frontier estimators10. Panel cointegration techniques and open challenges11. Alternative approaches to the econometrics of panel data12. Analysis of panel data using R
