The Econometrics of Panel Data

Patrick Sevestre and Laszlo Matyas ()

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone. This third, enhanced edition provides a complete and up to date presentation of theoretical developments as well as surveys about how econometric tools are used to study firms and household's behaviors. It contains eleven entirely new chapters while the others have been largely revised to account for recent developments in the field.

Keywords: Panel data; linear models; non-linear models; applied panel data econometrics (search for similar items in EconPapers)
Date: 2008-04
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Citations: View citations in EconPapers (473)

Published in Laszlo Matyas - Patrick Sevestre. Springer, pp.954, 2008

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