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The Econometrics of panel data

Author: G S Maddala
Publisher: Aldershot, Hants, England ; Brookfield, Vt. : Elgar, ©1993.
Series: International library of critical writings in econometrics, 1.; Elgar reference collection.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This important reference work offers readers, researchers and students a thoughtful, balanced selection of core articles from the voluminous literature on panel data.

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Document Type: Book
All Authors / Contributors: G S Maddala
ISBN: 1852785853 9781852785857
OCLC Number: 26586191
Notes: Reprinted from various sources.
Description: 2 volumes : illustrations ; 25 cm.
Contents: ContentsAcknowledgements Introduction PART I VARIANCE COMPONENT MODELS1. Pietro Balestra and Marc Nerlove (1966), `Pooling Cross Section and Time Series Data in the Estimation of a Dynamic Model: The Demand for Natural Gas'2. T.D. Wallace and Ashiq Hussain (1969), `The Use of Error Components Models in Combining Cross Section with Time Series Data'3. G.S. Maddala (1971), `The Use of Variance Components Models in Pooling Cross Section and Time Series Data'4. Marc Nerlove (1971), `A Note on Error Components Models'5. Wayne A. Fuller and George E. Battese (1974), `Estimation of Linear Models with Crossed-Error Structure'6. Trevor S. Breusch (1987), `Maximum Likelihood Estimation of Random Effects Models'PART II ESTIMATION OF VARIANCES7. C. Radhakrishna Rao (1972), `Estimation of Variance and Covariance Components in Linear Models'8. Takeshi Amemiya (1971), `The Estimation of the Variances in a Variance-Components Model'9. G.S. Maddala and T.D. Mount (1973), `A Comparative Study of Alternative Estimators for Variance Components Models Used in Econometric Applications'10. William E. Taylor (1980), `Small Sample Considerations in Estimation from Panel Data'11. Tom Wansbeek (1980), `A Regression Interpretation of the Computation of MINQUE Variance Component Estimates'PART III DYNAMIC MODELS 12. Marc Nerlove (1971), `Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections'13. Stephen Nickell (1981), `Biases in Dynamic Models with Fixed Effects'14. T.W. Anderson and Cheng Hsiao (1982), `Formulation and Estimation of Dynamic Models Using Panel Data'15. Alok Bhargava and J.D. Sargan (1983), `Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods'PART IV EXTENSIONS OF THE VARIANCE COMPONENTS MODEL16. Badi H. Baltagi (1980), `On Seemingly Unrelated Regressions with Error Components' 17. Badi H. Baltagi (1981), `Simultaneous Equations with Error Components'18. Gary Chamberlain (1982), `Multivariate Regression Models for Panel Data'19. Ingmar R. Prucha (1985), `Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components'PART V APPLICATIONS OF VARIANCE COMPONENTS MODELS20. E. Philip Howrey and Hal R. Varian (1984), `Estimating the Distributional Impact of Time-of-Day Pricing of Electricity'21. Lee A. Lillard and Yoram Weiss (1979), `Components of Variation in Panel Earnings Data: American Scientists 1960-70'22. Gary Chamberlain and Zvi Griliches (1975), `Unobservables with a Variance-Components Structure: Ability, Schooling, and the Economic Success of Brothers'PART VI INSTRUMENTAL VARIABLE ESTIMATORS23. Jerry A. Hausman and William E. Taylor (1981), `Panel Data and Unobservable Individual Effects'24. Takeshi Amemiya and Thomas E. MaCurdy (1986),`Instrumental-Variable Estimation of an Error-Components Model'25. Trevor S. Breusch, Grayham E. Mizon, and Peter Schmidt(1989), `Efficient Estimation Using Panel Data'26. Michael P. Keane and David E. Runkle (1992), `On the Estimation of Panel-Data Models with Serial Correlation when Instruments are not Strictly Exogenous'PART VII RANDOM-COEFFICIENT MODELS27. P.A.V.B. Swamy (1970), `Efficient Inference in a Random Coefficient Regression Model'28. Barr Rosenberg (1973), `Linear Regression with Randomly Dispersed Parameters'29. A.F.M. Smith (1973), `A General Bayesian Linear Model'30. C. Radhakrishna Rao (1975), `Simultaneous Estimation of Parameters in Different Linear Models and Applications to Biometric Problems'31. Cheng Hsiao (1975), `Some Estimation Methods for a Random Coefficient Model'32. Harry H. Kelejian and Scott W. Stephan (1983), `Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature'Name IndexVolume IIPART I ERRORS IN VARIABLES AND INCOMPLETE DATA1. Zvi Griliches and Jerry A. Hausman (1986), `Errors in Variables in Panel Data'2. Erik Biorn (1981), `Estimating Economic Relations from Incomplete Cross-Section/Time-Series Data'3. Tom Wansbeek and Arie Kapteyn (1989), `Estimation of the Error-Components Model with Incomplete Panels'4. Angus Deaton (1985), `Panel Data from Time Series of Cross-Sections'PART II SPECIFICATION TESTS5. J.A. Hausman (1978), `Specification Tests in Econometrics'6. Yair Mundlak (1978), `On the Pooling of Time Series and Cross Section Data'7. Suk Kang (1985), `A Note on the Equivalence of Specification Tests in the Two-Factor Multivariate Variance Components Model'8. Brent R. Moulton (1987), `Diagnostics for Group Effects in Regression Analysis'9. Douglas Holtz-Eakin, Whitney Newey, and Harvey S. Rosen (1988), `Estimating Vector Autoregressions with Panel Data'10. Joshua D. Angrist and Whitney K. Newey (1991), `Over-Identification Tests in Earnings Functions With Fixed Effects'11. Manuel Arellano and Stephen Bond (1991), `Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations'PART III LIMITED DEPENDENT VARIABLES12. Gary Chamberlain (1980), `Analysis of Covariance with Qualitative Data'13. J.S. Butler and Robert Moffitt (1982), `A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model'14. D.M. Grether and G.S. Maddala (1982), `A Time Series Model with Qualitative Variables'15. Robert B. Avery, Lars Peter Hansen and V. Joseph Hotz (1983), `Multiperiod Probit Models and Orthogonality Condition Estimation'16. J.D. Kalbfleisch and J.F. Lawless (1985), `The Analysis of Panel Data under a Markov Assumption'17. Robin C. Sickles and Paul Taubman (1986), `An Analysis of the Health and Retirement Status of the Elderly'18. G.S. Maddala (1987), `Limited Dependent Variable Models Using Panel Data'PART IV FRONTIER PRODUCTION FUNCTIONS19. Peter Schmidt and Robin C. Sickles (1984), `Production Frontiers and Panel Data'20. Christopher Cornwell, Peter Schmidt and Robin C. Sickles (1990), `Production Frontiers with Cross-Sectional and Time-Series Variation in Efficiency Levels'PART V SPECIAL PROBLEMS WITH PANEL DATA21. Jerry A. Hausman and David A. Wise (1979), `Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment'22. Jerry Hausman, Bronwyn H. Hall and Zvi Griliches (1984), `Econometric Models for Count Data with an Application to the Patents-R&D Relationship'23. James J. Heckman and Richard Robb, Jr. (1985), `Alternative Methods for Evaluating the Impact of Interventions: An Overview'24. Lawrence S. Mayer (1986), `On Cross-Lagged Panel Models with Serially Correlated Errors'25. Jacques Mairesse (1990), `Time-Series and Cross-Sectional Estimates on Panel Data: Why are They Different and Why Should They be Equal?'Name Index
Series Title: International library of critical writings in econometrics, 1.; Elgar reference collection.
Responsibility: edited by G.S. Maddala.

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`. . . in a rapidly expanding area such as this with publications appearing in such diverse journals, Maddala has done us all a great favour by picking out many of the articles that have shaped Read more...

 
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