Panel Data Econometrics with R

Panel Data Econometrics with R PDF Author: Yves Croissant
Publisher: John Wiley & Sons
ISBN: 1118949188
Category : Mathematics
Languages : en
Pages : 435

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Book Description
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Panel Data Econometrics with R

Panel Data Econometrics with R PDF Author: Yves Croissant
Publisher: John Wiley & Sons
ISBN: 1118949188
Category : Mathematics
Languages : en
Pages : 435

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Book Description
Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.

Panel Data Models with Unobserved Effects and Endogenous Explanatory Variables

Panel Data Models with Unobserved Effects and Endogenous Explanatory Variables PDF Author: Irina Murtazashvili
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 244

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Book Description


Panel Data Econometrics

Panel Data Econometrics PDF Author: Manuel Arellano
Publisher: Oxford University Press
ISBN: 0199245282
Category : Business & Economics
Languages : en
Pages : 244

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Book Description
Written by one of the world's leading experts on dynamic panel data reviews, this volume reviews most of the important topics in the subject. It deals with static models, dynamic models, discrete choice and related models.

Latent Curve Models

Latent Curve Models PDF Author: Kenneth A. Bollen
Publisher: John Wiley & Sons
ISBN: 047145592X
Category : Mathematics
Languages : en
Pages : 312

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Book Description
An effective technique for data analysis in the social sciences The recent explosion in longitudinal data in the social sciences highlights the need for this timely publication. Latent Curve Models: A Structural Equation Perspective provides an effective technique to analyze latent curve models (LCMs). This type of data features random intercepts and slopes that permit each case in a sample to have a different trajectory over time. Furthermore, researchers can include variables to predict the parameters governing these trajectories. The authors synthesize a vast amount of research and findings and, at the same time, provide original results. The book analyzes LCMs from the perspective of structural equation models (SEMs) with latent variables. While the authors discuss simple regression-based procedures that are useful in the early stages of LCMs, most of the presentation uses SEMs as a driving tool. This cutting-edge work includes some of the authors' recent work on the autoregressive latent trajectory model, suggests new models for method factors in multiple indicators, discusses repeated latent variable models, and establishes the identification of a variety of LCMs. This text has been thoroughly class-tested and makes extensive use of pedagogical tools to aid readers in mastering and applying LCMs quickly and easily to their own data sets. Key features include: Chapter introductions and summaries that provide a quick overview of highlights Empirical examples provided throughout that allow readers to test their newly found knowledge and discover practical applications Conclusions at the end of each chapter that stress the essential points that readers need to understand for advancement to more sophisticated topics Extensive footnoting that points the way to the primary literature for more information on particular topics With its emphasis on modeling and the use of numerous examples, this is an excellent book for graduate courses in latent trajectory models as well as a supplemental text for courses in structural modeling. This book is an excellent aid and reference for researchers in quantitative social and behavioral sciences who need to analyze longitudinal data.

Longitudinal and Panel Data

Longitudinal and Panel Data PDF Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 9780521535380
Category : Business & Economics
Languages : en
Pages : 492

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Book Description
An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.

Analog Estimation Methods in Econometrics

Analog Estimation Methods in Econometrics PDF Author: Charles F. Manski
Publisher: Chapman and Hall/CRC
ISBN:
Category : Business & Economics
Languages : en
Pages : 186

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Book Description
Presents familiar elements of estimation theory from an analog perspective discussing recent developments in the theory of analog estimation and new results that offer flexibility in empirical research. Annotation copyrighted by Book News, Inc., Portland, OR

Panel Data Econometrics

Panel Data Econometrics PDF Author: Mike Tsionas
Publisher: Academic Press
ISBN: 0128144319
Category : Business & Economics
Languages : en
Pages : 434

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Book 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

Advances in Economics and Econometrics

Advances in Economics and Econometrics PDF Author: Econometric Society. World Congress
Publisher: Cambridge University Press
ISBN: 9780521524131
Category : Business & Economics
Languages : en
Pages : 316

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Book Description
Sample Text

Specification Tests in Panel Data Models with Unobserved Effects and Endogenous Explanatory Variables

Specification Tests in Panel Data Models with Unobserved Effects and Endogenous Explanatory Variables PDF Author: Carrie A. Falls
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 208

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Book Description


The Oxford Handbook of Panel Data

The Oxford Handbook of Panel Data PDF Author: Badi Hani Baltagi
Publisher:
ISBN: 0199940045
Category : Business & Economics
Languages : en
Pages : 705

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Book Description
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.