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Panel Data Econometrics - 1st Edition - ISBN: 9780128158593, 9780128158609

Panel Data Econometrics

1st Edition

Empirical Applications

Editor: Mike Tsionas
Paperback ISBN: 9780128158593
eBook ISBN: 9780128158609
Imprint: Academic Press
Published Date: 18th June 2019
Page Count: 1011
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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


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. 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


No. of pages:
© Academic Press 2019
18th June 2019
Academic Press
Paperback ISBN:
eBook ISBN:

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