Год издания: 2008
Количество страниц: 954
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This completely restructured, updated third edition of the volume first published in 1992 provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combinatio of both leads to more accurate and reliable results than would be achievable by one type of series alone. Much work has been done over the last four decades: investigation of the properties of the applied estimators and test statistics, analysis of dynaic models, the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific difficulties associated with the use of panel data are also explored, such as...