Econometric analysis of panel data

DOI10.1007/978-3-030-53953-5zbMath1466.62002OpenAlexW1495656322MaRDI QIDQ2204689

Badi H. Baltagi

Publication date: 15 October 2020

Published in: Springer Texts in Business and Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-53953-5

zbMATH Keywords

panel dataeconometrics

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Causal inference from observational studies (62D20)

Related Items (21)

A robust test for serial correlation in panel data models ⋮ A Note on Two-Way ECM Estimation of SUR Systems on Unbalanced Panel Data ⋮ Cross-Sectional Dependence in Panel Data Analysis ⋮ A Heteroskedasticity-RobustF-Test Statistic for Individual Effects ⋮ A Test for Slope Heterogeneity in Fixed Effects Models ⋮ A Generalized Spatial Panel Data Model with Random Effects ⋮ Melting constants in trade gravity's rainbow ⋮ The two-way Hausman and Taylor estimator ⋮ Alternative fixed-effects panel model using weighted asymmetric least squares regression ⋮ The two-way Mundlak estimator ⋮ Bank characteristics and the interbank money market: a distributional approach ⋮ Panel conditional and multinomial logit with time-varying parameters ⋮ Robust density power divergence estimates for panel data models ⋮ A Monte Carlo study on the size and power of panel unit root tests ⋮ UNIFORM INFERENCE IN HIGH-DIMENSIONAL DYNAMIC PANEL DATA MODELS WITH APPROXIMATELY SPARSE FIXED EFFECTS ⋮ On CUSUM test for dynamic panel models ⋮ Are Capital Structure Determinants Different Depending on Firm Size and Debt Maturity? Evidence from European Panel Data ⋮ Sparse linear mixed model selection via streamlined variational Bayes ⋮ EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models ⋮ NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS

Uses Software

• EViews
• R
• Stata

This page was built for publication: Econometric analysis of panel data