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

TitleThe econometrics of panel data: fundamentals and recent developments in theory and practice
Publication TypeMiscellaneous
AuthorsMátyás, L., and P. Sevestre
ISBN Number9783540758891

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.