 |
|
| PANEL DATA ECONOMETRICS: FUTURE DIRECTIONS
| |
| | |
|
|
 Papers in Honour of Professor Pietro Balestra
Buy online with a credit card in the Elsevier Science & Technology Bookstore:  http://books.elsevier.com/elsevier/?isbn=0444502378
Edited by
J. Krishnakumar
E. Ronchetti, Department of Econometrics, University of Geneva, UNI-MAIL, Geneva, Switzerland
Included in series
Contributions to Economic Analysis, 244
Description
The main focus of this book is on various theoretical and practical issues in the field of panel data econometrics. This is an important
and active field of research with significant relevance for empirical studies in a variety of subjects including economics, finance,
social sciences, health etc. This book presents contributions by several leading experts who provide their views on a wide range of topics,
both theoretical and applied, that can serve as a basis for future research on the methodology and applications of panel data modelling.
Areas of application of panel data modelling have only been increasing over the past years and there is no doubt that the range is
going to expand further. The applied papers of this book have been regrouped as one major part and further subdivided into different
fields, thus showing their variety and opening up the horizon for researchers in these and other fields. The reader will notice that
they all have a substantial methodological content which is indispensable for their analysis of the economic, social or other phenomena
under consideration. This first part includes such diversified areas of study as macroeconomics, social economics, insurance/finance
and energy economics.
As a second part, there are papers that deal more with theoretical issues such as specification problems, unit
root tests and aggregation of individual series, heteroscedasticity tests for panel data models and non-parametric techniques.
The
final part contains papers that are directly related to and elaborate on Balestra's work.
Contents
Preface. List of Contributors. Pietro Balestra. Publications of Pietro Balestra.
Part I: Panel Data Methodology in Various Fields.
Macroeconomics. Growth rate convergence, fact or artifact? An essay on Panel data econometrics (M. Nerlove). Do panel data rescue the
purchasing power parity (PPP) theory? (G.S. Maddala, S. Wu, P.C. Liu). Neglected heterogeneity and dynamics in cross-country savings
regressions (N.U. Haque, M.H. Pesaran, S. Sharma). Social Economics. Panel data estimation of the intergenerational correlation of incomes
(R. Abul Naga, J. Krishnakumar). Life expectancy and related indicators as measures of development: the case of Switzerland (G. Antille,
J. Silber). Finance. Nonlinear panel data models with dynamic heterogeneity (C. Gourieroux, J. Jasiak). On the usefulness of banks panel
data in the empirical analysis of credit markets: a note (P. Sevestre). Energy Economics. Aggregating time unbalanced panel observations:
methodology and application to oil consumption of boiler rooms (F. Carlevaro, J.-L. Bertholet).
Part II: Theoretical Issues.
To
pool or not to pool panel data (C. Hsiao, B. Sun). A score test for individual heteroscedasticity in a one-way error components model
(A. Holly, L. Gardiol). Aggregation and unit roots in economic time series (A. Hornok, L. Mátyás). Kernel m-estimators
and functional residuals plots (C. Gourieroux, A. Monfort, C. Tenreiro).
Part III: Elaborating on Balestra's Work.
Further evidence
on the efficiency of least squares in regression models (B.H. Baltagi). Balestra's contribution in the field of economic growth, income
distribution and capital accumulation (M.L. Baranzini). Public debt in the European Union countries: two ways of facing the problem (L.L.
Pasinetti). Index.
Bibliographic & ordering Information
Hardbound, 352 pages, publication date: MAY-2000
ISBN-13: 978-0-444-50237-7
ISBN-10: 0-444-50237-8
Imprint: NORTH-HOLLAND
Price: Order form
USD 102.95
EUR 103
GBP 68.95
Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries.
See also information about conditions of sale & ordering procedures, and links to our regional sales offices.
081/860
Last update: 14 Jul 2008
|
|
| |
| | |
|
|
| |
