Abstract

Thirty-three papers provide a general overview of the econometrics of panel data, from both a theoretical and an applied point of view. Second, expanded edition recognizes the recent evolution in the techniques and procedures available, especially for nonlinear models. Focuses on classical linear models and their extensions; nonlinear models and related issues; and applications to analysis of dynamic labor demand, company investment, consumption dynamics, labor supply functions, individual labor market transitions, companies' dividend policies, multinational enterprises and direct investment, and production frontiers and efficiency. Includes a software review. Matyas is at Monash University and Budapest University of Economics. Sevestre is at the University of Paris-Val-de-Marne. Index.