Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Image from Google Jackets

Panel data econometrics / [edited by] Badi H. Baltagi.

Contributor(s): Series: Critical concepts in economicsPublication details: London : Routledge, 2015.Description: 4v. ; 24 cmISBN:
  • 9780415721400 (set ISBN)
Subject(s): DDC classification:
  • 330.015195 23 B197
Contents:
Volume I : Part 1: Dynamic Panels 1. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators-- 2. Quantile Regression for Dynamic Panel Data with Fixed Effects-- 3. Long Difference Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects-- 4. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T are Large-- Part 2: Non-Stationary Panels: Unit Roots, Co-Integration, and Factor Models 5. Panel Data Models with Interactive Fixed Effects-- 6. Common Breaks in Means and Variances for Panel Data-- 7. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data-- 8. A PANIC Attack on Unit Roots and Cointegration-- 9. Panel Unit Root Tests and Spatial Dependence-- 10. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration-- 11. A Parametric Approach to the Estimation of Cointegration Vectors in Panel Data-- 12. Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models-- 13. Testing for Unit Roots in Heterogeneous Panels-- Volume II : 14. Panels with Non-Stationary Multifactor Error Structures-- 15. Inference in Panel Cointegration Models with Long Panels-- 16. Unit Root Test in Panel Data: Asymptotic and Finite Sample Properties-- 17. Dynamic Seemingly Unrelated Cointegrating Regression-- 18. Testing for Unit Root in Panels with Dynamic Factors-- 19. GMM Estimation of Autoregressive Roots Near Unity with Panel Data-- 20. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure-- 21. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence-- 22. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence-- 23. Efficient Estimation and Inference in Linear Pseudo-Panel Data Models-- 24. Asymptotic Theory for Heterogeneous Dynamic Pseudo-Panels-- 25. Estimating Dynamic Models from Repeated Cross-Sections-- Volume III : Part 4: Spatial Panels and Cross-sectional Dependence in Panels-- 26.A Generalized Spatial Panel Data Model with Random Effects-- 27. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model-- 28. 'Testing Panel Data Regression Models with Spatial Error Correlation-- 29. Panel Data Models with Spatially Correlated Error Components-- 30. Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects-- 31. The Hausman Test in a Cliff and Ord Panel Model-- 32. Large Panels with Common Factors and Spatial Correlation-- 33. A Test of Cross Section Dependence for a Linear Dynamic Panel Model with Regressors-- Part 5: Nonlinear Panel Data Models-- 34. Section and Panel Data Estimators for Nonseparable Models With Endogenous Regressors-- 35. Identifying Distributional Characteristics in Random Coefficients Panel Data Models-- 36. Binary Choice Panel Data Models with Predetermined Variables-- 37. A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects-- 38. Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects-- Volume IV : 39. Average and Quantile Effects in Nonseparable Panel Models-- 40. Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models-- 41. Bias Corrections for Two-Step Fixed Effects Panel Data Estimators-- 42. Discrete Time Duration Models with Group-Level Heterogeneity-- 43. Identification and Estimation of Average Partial Effects in 'Irregular-- 44. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models-- 45. Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects-- 46. Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors-- 47. Bounds on Parameters in Panel Dynamic Discrete Choice Models-- 48. Estimation of a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics-- 49. Fixed Effects Instrumental Variables Estimation in Correlated Random Coefficient Panel Data Models-- 50. Nonresponse in Dynamic Panel Data Models-- 51. Estimating Panel Data Models in the Presence of Endogeneity and Selection-- 52. Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity-- 53. Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models-- Part 6: Further Reading-- 54. Forecasting with Panel Data-- 55. Robust Estimators for the Fixed Effects Panel Data Model-- 56. Robust Penalized Quantile Regression Estimation for Panel Data. Index.
Summary: This four-volume set provides an authoritative, one-stop resource to enable users to understand the econometrics of panel data, from both theoretical and applied viewpoints. With a full index and comprehensive introductions to each volume, newly written by the editor, the collection also provides a synoptic view of many current key debates and issues.
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 330.015195 B197 (Browse shelf(Opens below)) Available 135954
Books ISI Library, Kolkata 330.015195 B197 (Browse shelf(Opens below)) Available 135955
Books ISI Library, Kolkata 330.015195 B197 (Browse shelf(Opens below)) Available 135956
Books ISI Library, Kolkata 330.015195 B197 (Browse shelf(Opens below)) Available 135957
Total holds: 0

Includes index.

Volume I :
Part 1: Dynamic Panels
1. The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators--
2. Quantile Regression for Dynamic Panel Data with Fixed Effects--
3. Long Difference Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects--
4. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T are Large--

Part 2: Non-Stationary Panels: Unit Roots, Co-Integration, and Factor Models
5. Panel Data Models with Interactive Fixed Effects--
6. Common Breaks in Means and Variances for Panel Data--
7. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data--
8. A PANIC Attack on Unit Roots and Cointegration--
9. Panel Unit Root Tests and Spatial Dependence--
10. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration--
11. A Parametric Approach to the Estimation of Cointegration Vectors in Panel Data--
12. Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models--
13. Testing for Unit Roots in Heterogeneous Panels--

Volume II :
14. Panels with Non-Stationary Multifactor Error Structures--
15. Inference in Panel Cointegration Models with Long Panels--
16. Unit Root Test in Panel Data: Asymptotic and Finite Sample Properties--
17. Dynamic Seemingly Unrelated Cointegrating Regression--
18. Testing for Unit Root in Panels with Dynamic Factors--
19. GMM Estimation of Autoregressive Roots Near Unity with Panel Data--
20. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure--
21. A Simple Panel Unit Root Test in the Presence of Cross Section Dependence--
22. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence--
23. Efficient Estimation and Inference in Linear Pseudo-Panel Data Models--
24. Asymptotic Theory for Heterogeneous Dynamic Pseudo-Panels--
25. Estimating Dynamic Models from Repeated Cross-Sections--

Volume III :
Part 4: Spatial Panels and Cross-sectional Dependence in Panels--
26.A Generalized Spatial Panel Data Model with Random Effects--
27. A Lagrange Multiplier Test for Cross-Sectional Dependence in a Fixed Effects Panel Data Model--
28. 'Testing Panel Data Regression Models with Spatial Error Correlation--
29. Panel Data Models with Spatially Correlated Error Components--
30. Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects--
31. The Hausman Test in a Cliff and Ord Panel Model--
32. Large Panels with Common Factors and Spatial Correlation--
33. A Test of Cross Section Dependence for a Linear Dynamic Panel Model with Regressors--

Part 5: Nonlinear Panel Data Models--
34. Section and Panel Data Estimators for Nonseparable Models With Endogenous Regressors--
35. Identifying Distributional Characteristics in Random Coefficients Panel Data Models--
36. Binary Choice Panel Data Models with Predetermined Variables--
37. A Penalty Function Approach to Bias Reduction in Nonlinear Panel Models with Fixed Effects--
38. Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects--

Volume IV :
39. Average and Quantile Effects in Nonseparable Panel Models--
40. Fixed Effects Estimation of Structural Parameters and Marginal Effects in Panel Probit Models--
41. Bias Corrections for Two-Step Fixed Effects Panel Data Estimators--
42. Discrete Time Duration Models with Group-Level Heterogeneity--
43. Identification and Estimation of Average Partial Effects in 'Irregular--
44. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models--
45. Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects--
46. Semiparametric Binary Choice Panel Data Models Without Strictly Exogenous Regressors--
47. Bounds on Parameters in Panel Dynamic Discrete Choice Models--
48. Estimation of a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics--
49. Fixed Effects Instrumental Variables Estimation in Correlated Random Coefficient Panel Data Models--
50. Nonresponse in Dynamic Panel Data Models--
51. Estimating Panel Data Models in the Presence of Endogeneity and Selection--
52. Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity--
53. Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models--

Part 6: Further Reading--
54. Forecasting with Panel Data--
55. Robust Estimators for the Fixed Effects Panel Data Model--
56. Robust Penalized Quantile Regression Estimation for Panel Data.
Index.

This four-volume set provides an authoritative, one-stop resource to enable users to understand the econometrics of panel data, from both theoretical and applied viewpoints. With a full index and comprehensive introductions to each volume, newly written by the editor, the collection also provides a synoptic view of many current key debates and issues.

There are no comments on this title.

to post a comment.
Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in