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By Cheng Hsiao

This publication offers a accomplished, coherent, and intuitive evaluate of panel info methodologies which are helpful for empirical research. considerably revised from the second one variation, it comprises new chapters on modeling cross-sectionally based information and dynamic structures of equations. a number of the extra advanced techniques were additional streamlined. different new fabric contains correlated random coefficient versions, pseudo-panels, period and count number information types, quantile research, and substitute techniques for controlling the influence of unobserved heterogeneity in nonlinear panel info models.

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Analysis of Panel Data (Econometric Society Monographs) by Cheng Hsiao

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