Panel Data Econometrics - 1st Edition - ISBN: 9780128143674, 9780128144312

Panel Data Econometrics

1st Edition

Theory

Editors: Mike Tsionas
Paperback ISBN: 9780128143674
eBook ISBN: 9780128144312
Imprint: Academic Press
Published Date: 18th June 2019
Page Count: 432
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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.

Key Features

  • 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

Readership

Early career researchers in econometrics and other fields including banking, financial markets, tourism and transportation, auctions, and 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. A synopsis of econometrics
    2. Testing and correcting for endogeneity in nonlinear unobserved effects models
    3. Nonlinear and related panel data models
    4. Nonparametric estimation and inference for panel data models
    5. Heterogeneity and endogeneity in panel stochastic frontier models
    6. Bayesian estimation of panel count data models: dynamics, latent heterogeneity, serial error correlation, and nonparametric structures
    7. Fixed effects likelihood approach for large panels
    8. Panel vector autoregressions with binary data
    9. Implementing generalized panel data stochastic frontier estimators
    10. Panel cointegration techniques and open challenges
    11. Alternative approaches to the econometrics of panel data
    12. Analysis of panel data using R

Details

No. of pages:
432
Language:
English
Copyright:
© Academic Press 2019
Published:
18th June 2019
Imprint:
Academic Press
Paperback ISBN:
9780128143674
eBook ISBN:
9780128144312

About the Editor

Mike Tsionas

Mike G. Tsionas is Professor of Economics in the Lancaster University Management School (Ph.D, 1994, University of Minnesota). 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, Journal of Productivity Analysis, Economic Modelling, Journal of Mathematics and the Journal of Banking and Finance in the past. 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, Operations Research, European Journal of Operational Research, Journal of Economic Dynamics and Control, Journal of Banking and Finance, and several other leading Economics journals.

Affiliations and Expertise

Lancaster University Management School, Athens University of Economics and Business

Ratings and Reviews