| Titre : | The Econometrics of Panel Data : handbook of theory and applications |
| Auteurs : | Laszlo Matyas, Éditeur scientifique ; Patrick Sevestre, Éditeur scientifique |
| Type de document : | Ouvrages |
| Editeur : | Dordrecht : Kluwer Academic Publishers, 1992 |
| Collection : | Advanced studies in theoretical and applied econometrics, num. 28 |
| ISBN/ISSN/EAN : | 978-0-7923-2043-2 |
| Format : | XIV-552 p / 25 cm |
| Langues: | Anglais |
| Catégories : |
[Eurovoc] ÉCONOMIE > analyse économique > analyse économique > économétrie [Eurovoc] ÉCONOMIE > analyse économique > analyse économique > économétrie > modèle économique [Eurovoc] ÉCONOMIE > analyse économique > statistique > sondage > échantillonnage [Eurovoc] ÉDUCATION ET COMMUNICATION > documentation > documentation > analyse de l'information [Eurovoc] QUESTIONS SOCIALES > cadre social > analyse sociale > sondage d'opinion |
| Tags : | panel data ; panel data analysis ; mathematical economics |
| Résumé : | Overview of the econometrics of panel data from theoretical and applied viewpoints. Topics covered include analysis of dynamic models, the effects of eventual measurement errors, as well as specific panel data difficulties such as attrition, heterogeneity, and selectivity bias. |
| Note de contenu : |
Formulation and estimation of econometric models for panel data / Marc Nerlove and Pietro Balestra
Introduction to linear models for panel data ; Fixed effect models and fixed coefficient models / Pietro Balestra Error components models / László Mátyás Random coefficients models / Cheng Hsiao Linear dynamic models / Patrick Sevestre and Alain Trognon Simultaneous equations / Jayalakshmi Krishnakumar Panel data with measurement errors / Erik Bi?rn Specification issues / Badi H. Baltagi Introduction to nonlinear models / Christian Gourieroux Logit and probit models ; Nonlinear latent variable models / Cheng Hsiao Incomplete panels and selection bias / Marno Verbeek and Theo Nijman Pseudo panel data / Marno Verbeek Point processes / Jean-Pierre Florens and Denis Foug?ere Introduction to the applications / Zvi Griliches |
| Edition suivante : |
Exemplaires (1)
| Code-barres | Cote | Support | Localisation | Section | Disponibilité |
|---|---|---|---|---|---|
| 000295 | X 789 | Livre | Centre de documentation du CERDI / Ecole d'Economie | Salle de lecture | Disponible |
