Publications of Sevestre, P.

Harris MN, Mátyás L, Sevestre P. Dynamic models for short panels. In: Mátyás L, Sevestre P, editors. The econometrics of panel data : fundamentals and recent developments in theory and practice. Berlin: Springer; 2008. p. 249-78.
Baltagi BH, Mátyás L, Sevestre P. Error components models. In: Mátyás L, Sevestre P, editors. The econometrics of panel data : fundamentals and recent developments in theory and practice. Berlin: Springer; 2008. p. 49-87.
Mátyás L, Sevestre P. The econometrics of panel data: fundamentals and recent developments in theory and practice. Third edition. Advanced Studies in Theoretical and Applied Econometrics, vol. 46. Berlin and Heidelb: Springer; 2008.

The econometrics of panel data: fundamentals and recent developments in theory and practice

Twenty-five papers comprise a restructured and updated third edition that examines the econometrics of panel data from both theoretical and applied viewpoints. Papers discuss fixed effects models and fixed coefficients models; error components models; endogenous regressors and correlated effects; the Chamberlain approach to panel data--an overview and some simulations; random coefficient models; parametric binary choice models; dynamic models for short panels; unit roots and cointegration in panels; measurement errors and simultaneity; pseudopanels and repeated cross-sections; attrition, selection bias, and censored regressions; simulation techniques for panels--efficient importance sampling; semiparametric and nonparametric methods in panel data models; panel data modeling and inference--a Bayesian primer; to pool or not to pool?; duration models and point processes; generalized method of moments for panel data count models; spatial panel econometrics; foreign direct investment--lessons from panel data; stochastic frontier analysis and efficiency estimation; econometric analyses of linked employer-employee data; life cycle labor supply and panel data--a survey; dynamic policy analysis; econometrics of individual labor market transitions; and a software review. Matyas is in the Department of Economics at Central European University. Sevestre is at the Paris School of Economics, University of Paris 1-Pantheon Sorbonne. No index.

Mátyás L. Error Components Models. In: Matyas L, Sevestre P, editors. The econometrics of panel data: A handbook of the theory with applications. Boston and London: Kluwer Academic; 1996. p. 50-76.
Lieberman O, Mátyás L. Improved Estimation Procedures. In: Matyas L, Sevestre P, editors. The econometrics of panel data: A handbook of the theory with applications. Boston and London: Kluwer Academic; 1996. p. 573-82.

The econometrics of panel data: A handbook of the theory with applications

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.

Mátyás L. Error Components Models. In: Matyas L, Sevestre P, editors. The econometrics of panel data: Handbook of theory and applications. Advanced Studies in Theoretical and Applied Econometrics, vol. 28. Norwell, Mass. and Dordrecht: Kluwer Academic; 1992. p. 46-71.
Mátyás L, Sevestre P. The econometrics of panel data: Handbook of theory and applications. Advanced Studies in Theoretical and Applied Econometrics, vol. 28. Norwell, Mass. and Dordrecht: Kluwer Academic; 1992.

The econometrics of panel data: Handbook of theory and applications

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.