Description
CAMBRIDGE UNIVERSITY PRESS Analysis Of Panel Data by Cheng Hsiao
This book provides a comprehensive coherent and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition it includes two new chapters on modeling crosssectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models pseudopanels duration and count data models quantile analysis and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.