Abstract

Twenty-two papers provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Papers focus on formulation and estimation of econometric models for panel data; linear models; nonlinear models; and applications to analysis of dynamic labor demand, company investment, consumption dynamics, labor supply functions, individual labor market transitions, and companies' dividend policies. Also includes a software review. Matyas is at Monash University and Budapest University of Economics. Sevestre is at the University of Paris-Val-de-Marne and INSEE. Index.