
A Companion to Econometric Analysis of
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Beschreibung
'Econometric Analysis of Panel Data' has become established as the leading textbook for postgraduate courses in panel data. This book is intended as a companion to the main text. The prerequisites include a good background in mathematical statistics and econometrics. The companion guide will add value to the existing textbooks on panel data by solving exercises in a logical and pedagogical manner, helping the reader understand, learn and teach panel data. These exercises are based upon those in Baltagi (2008) and are complementary to that text even though they are stand alone material and the reader can learn the basic material as they go through these exercises. The exercises in this book start by providing some background material on partitioned regressions and the Frisch-Waugh-Lovell theorem, showing the reader some applications of this material that are useful in practice. Then it goes through the basic material on fixed and random effects models in a one-way and two-way error components models, following the same outline as in Baltagi (2008). The book also provides some empirical illustrations and examples using Stata and EViews that the reader can replicate. The data sets are available on the Wiley web site (www.wileyeurope.com/college/baltagi). von Baltagi, Badi H.;Baltagi;
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Über den Autor
Badi H. Baltagi is Distinguished Professor of Economics, and Senior Research Associate at the Center for Policy Research, Syracuse University. He is a fellow of the Journal of Econometrics, a recipient of the Multa and Plura Scripsit Awards from Econometric Theory, and the Journal of Applied Econometrics Distinguished Authors Award.
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