یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index.
یادداشتهای مربوط به مندرجات
متن يادداشت
Basic structure of panel data -- Statistical models for cross sectional dependence -- Factor number identification -- Decomposition of panel : estimation of common and idiosyncratic components -- Identification of common factors -- Static and dynamic relationships -- Convergence -- Appendix: basic panel regressions -- References -- Index.
بدون عنوان
0
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims to help applied researchers to run panel regressions correctly and avoid common mistakes. The book explains how to model cross-sectional dependence, how to estimate a few key common variables, and how to identify them. It also provides guidance on how to separate out the long-run relationship and common dynamic and idiosyncratic dynamic relationships from a set of panel data. Aimed at applied researchers who want to learn about panel data econometrics by running statistical software, this book provides clear guidance and is supported by a full range of online teaching and learning materials. It includes practice sections on MATLAB, STATA, and GAUSS throughout, along with short and simple econometric theories on basic panel regressions for those who are unfamiliar with econometric theory on traditional panel regressions.
ویراست دیگر از اثر در قالب دیگر رسانه
عنوان
Panel data econometrics
شماره استاندارد بين المللي کتاب و موسيقي
9781138389663
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Econometric models.
موضوع مستند نشده
Panel analysis.
موضوع مستند نشده
BUSINESS & ECONOMICS / Econometrics.
موضوع مستند نشده
BUSINESS & ECONOMICS / Economics / General.
موضوع مستند نشده
BUSINESS & ECONOMICS / General.
موضوع مستند نشده
BUSINESS & ECONOMICS / Reference.
موضوع مستند نشده
Econometric models.
موضوع مستند نشده
Panel analysis.
مقوله موضوعی
موضوع مستند نشده
BUS-- 000000
موضوع مستند نشده
BUS-- 021000
موضوع مستند نشده
BUS-- 055000
موضوع مستند نشده
BUS-- 069000
موضوع مستند نشده
KCH
رده بندی ديویی
شماره
330
.
01/5195
ويراست
23
رده بندی کنگره
شماره رده
H61
.
26
نشانه اثر
.
S85
2019
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )