Panel Data Econometrics
1st Edition
Empirical Applications
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Description
Panel Data Econometrics: Empirical Applications 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, 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
- Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of U.S. Banks
14. Panel Data in Educational Research
15. Panel Data in Energy Economics
16. Panel Data Analysis Based on Lab Evidence in Auction Market Experiments
17. Maximum Likelihood for Cross-Lagged Panel Models With Fixed Effects
18. Panel Data in Transportation Research
19. Panel Data in Banking: Research Issues and Data Peculiarities
20. Quantile Panel Estimation of Financial Contagion Effects
21. Application of Panel Data Models for Empirical Economic Analysis
22. The Income-Health Gradient: Evidence From Self-Reported Health and Biomarkers in Understanding Society
23. Application in Banking: Securitization and Global Banking
24. Regional Innovation in the United States: A Poisson Stochastic Frontier Approach With Finite Mixture Structure
25. Making Inference of British Household’s Happiness Efficiency: A Panel Bayesian Inference Procedure
26. The Impact of Explicit Deposit Insurance on Market Discipline
27. Export Pricing at the Firm Level With Panel Data
28. The Relationship Between Economic Growth and Democracy: Alternative Representations of Technological Change
29. Analysis of Stochastic Dominance Ranking of Chinese Income Distributions by Household Attributes
30. The Neural Network Production Function: Panel Evidence for the United States
Details
- No. of pages:
- 1011
- Language:
- English
- Copyright:
- © Academic Press 2019
- Published:
- 18th June 2019
- Imprint:
- Academic Press
- Paperback ISBN:
- 9780128158593
- eBook ISBN:
- 9780128158609
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
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