Panel Data Econometrics II - 1st Edition - ISBN: 9780128158593

Panel Data Econometrics II

1st Edition

Empirical Applications

Editors: Mike Tsionas
Paperback ISBN: 9780128158593
Imprint: Academic Press
Published Date: 1st June 2019
Page Count: 400
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Description

Panel Data Econometrics: Applications is an accessible introduction to econometric modelling using longitudinal datasets for applied researchers, written by leading experts from diverse application environments. The work emphasizes applications fully across econometrics as well as many fields making use of econometric findings - such as banking, financial markets, tourism and transportation, auctions, and experimental economics, where researchers may not have familiarity with techniques. Throughout, contributors seek to emphasize how various techniques can be implemented in these settings. Extensive case studies, empirical exercises and supplementary code in R accompany each chapter, helping researchers easily replicate analyses for their fields. The authors also address panel data analysis in the context of productivity and efficiency analysis where some of the most interesting applications and advancements have been made in recent years.

Key Features

  • Provides a vast array of empirical applications useful to practitioners from different application environments
  • Accompanied by extensive case studies and empirical exercises
  • Empirical chapters are accompanied by supplementary code in R, helping researchers replicate findings
  • Accessible for diverse audiences, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Readership

Early career researchers in econometrics and other fields including banking, financial markets, tourism and transportation, auctions, experimental economics who seek to adopt econometric techniques for research in their specific application environments. Practitioners seeking a stronger footing for empirical studies. Graduate students and 1st year PhD students of economics, econometrics, and statistics looking to implement the formal skillset learned in volume one

Table of Contents

1. General Introduction
2. A synopsis of econometrics
3. Introduction to modern econometric models of panel data
4. Panel data in efficiency and productivity analysis
5. Nonlinear and related panel data models
6. Nomparametric panel data models
7. The Nonparametric DEA paradigm with panel data
8. Endogeneity in stochastic frontier and other panel data models
9. Bayesian analysis in panel data models
10. Dynamic panel data
11. Multivariate Discrete Choice Panel Data Models
12. Implementing econometric estimators in panel data
13. LIMDEP as an estimation environment for panel data
14. Multivariate time series models and their relation to panel data
15. The status of panel cointegration techniques and open challenges
16. Bayesian estimation of short dynamic panels under model uncertainty
17. Alternative approaches to the econometrics of panel data

Details

No. of pages:
400
Language:
English
Copyright:
© Academic Press 2019
Published:
Imprint:
Academic Press
Paperback ISBN:
9780128158593

About the Editor

Mike Tsionas

Efthymios “Mike” Tsionas is Professor in the Lancaster University Management School and the Athens University of Economics and Business. He is a Fellow of the Journal of Econometrics, a Distinguished Author of the Journal of Applied Econometrics and an Associate Editor of Empirical Economics, Economic Modelling and the Journal of Mathematics. He has authored several books and 160 academic papers in such journals as Review of Economic Studies, Journal of the American Statistical Association, Journal of Econometrics, Journal of Applied Econometrics, Journal of Economic Dynamics and Control and several other leading Economics journals.

Affiliations and Expertise

Lancaster University Management School, Athens University of Economics and Business

Ratings and Reviews