The Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Heterogeneity
Author: Jeffrey M. Wooldridge
Publisher:
Published: 2000
Total Pages: 27
ISBN-13:
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Author: Jeffrey M. Wooldridge
Publisher:
Published: 2000
Total Pages: 27
ISBN-13:
DOWNLOAD EBOOKAuthor: Margaret Susan Loudermilk
Publisher:
Published: 2006
Total Pages: 256
ISBN-13:
DOWNLOAD EBOOKAuthor: Robert Martin
Publisher:
Published: 2017
Total Pages: 113
ISBN-13: 9781369668056
DOWNLOAD EBOOKAuthor: Irina Murtazashvili
Publisher:
Published: 2007
Total Pages: 244
ISBN-13:
DOWNLOAD EBOOKAuthor: Badi Hani Baltagi
Publisher:
Published: 2015
Total Pages: 705
ISBN-13: 0199940045
DOWNLOAD EBOOKThe Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Author: Manuel Arellano
Publisher: OUP Oxford
Published: 2003-06-26
Total Pages: 244
ISBN-13: 0191529672
DOWNLOAD EBOOKThis book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modelling. The book combines methods and applications, so will appeal to both the academic and practitioner markets. The book is divided in four parts. Part I concerns static models, and deals with the problem of unobserved heterogeneity and how the availability of panel data helps to solve it, error component models, and error in variables in panel data. Part II looks at time series models with error components. Its chapters deal with the problem of distinguishing between unobserved heterogeneity and individual dynamics in short panels, modelling strategies of time effects, moving average models, inference from covariance structures, the specification and estimation of autoregressive models with heterogeneous intercepts, and the impact of assumptions about initial conditions and heteroskedacity on estimation. Part III examines dynamics and predeterminedness. Its two chapters consider alternative approaches to estimation from small and large T perspectives, looking at models with both strictly exogenous and lagged dependent variables allowing for autocorrelation of unknown form, models in which the errors are mean independent of current and lagged values of certain conditioning variables but not with their future values. Together Parts II and III provide a synthesis, and unified perspective, of a vast literature that has had a significant impact on recent econometric practice. Part IV reviews the main results in the theory of generalized method of moments estimation and optimal instrumental variables.
Author: John A. Bishop
Publisher: Emerald Group Publishing
Published: 2010-08-18
Total Pages: 281
ISBN-13: 0857241451
DOWNLOAD EBOOKContains papers from the Society for the Study of Economic Inequality's third meeting held in Buenos Aries, Argentina, in July 2009. This title focuses on a number of Latin American countries, on the understudied topics of poverty and inequality in these areas.
Author: Mike Tsionas
Publisher: Academic Press
Published: 2019-06-19
Total Pages: 432
ISBN-13: 0128144319
DOWNLOAD EBOOKPanel 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. 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
Author: Christian Hennig
Publisher: CRC Press
Published: 2015-12-16
Total Pages: 753
ISBN-13: 1466551895
DOWNLOAD EBOOKHandbook of Cluster Analysis provides a comprehensive and unified account of the main research developments in cluster analysis. Written by active, distinguished researchers in this area, the book helps readers make informed choices of the most suitable clustering approach for their problem and make better use of existing cluster analysis tools.The
Author: Barbara Sveva Magnanelli
Publisher: Springer Nature
Published: 2020-10-02
Total Pages: 176
ISBN-13: 3030561208
DOWNLOAD EBOOKThis book explores diversity in boardrooms to highlight the link between the heterogeneous dimensions of board diversity and their impact on the firms. The book provides a brief definition of corporate governance and focuses on the role and functions of the board of directors. The work contributes to the literature enriching the empirical findings about board diversity. After a deep review of the literature within several theoretical frameworks, such as agency, stakeholder, stewardship, resource dependence, and the institutional theory, the focus moves on the impact on financial performance. The board diversity effects are tested through an empirical analysis conducted on a sample of European listed companies, performing both a single and a joint diversity index analysis. Practitioners and academics will find this book particularly timely and useful as it combines both a review of the literature and robust empirical investigation. It will be an excellent reading for academics and practitioners interested in firm performance, corporate governance and stakeholder theory.