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Recent developments in the econometrics of panel data

Author: Badi H Baltagi
Publisher: Cheltenham, UK ; Northhampton, MA : Edward Elgar, 2002.
Series: International library of critical writings in econometrics, 9.
Edition/Format:   Print book : EnglishView all editions and formats

In this landmark collection, the editor has selected the most influential papers on the econometrics of panel data published in the period from 1992-2001, thus providing an update on developments in  Read more...


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Document Type: Book
All Authors / Contributors: Badi H Baltagi
ISBN: 1840649674 9781840649673
OCLC Number: 50333843
Description: 2 volumes : illustrations ; 25 cm.
Contents: Contents:Volume IAcknowledgementsIntroduction Badi H. Baltagi PART I DYNAMIC PANELS AND GMM 1. Seung C. Ahn and Peter Schmidt (1995), `Efficient Estimation of Models for Dynamic Panel Data'2. Seung C. Ahn and Peter Schmidt (1997), `Efficient Estimation of Dynamic Panel Data Models: Alternative Assumptions and Simplified Estimation'3. Cesar Alonso-Borrego and Manuel Arellano (1999), `Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data'4. Manuel Arellano and Olympia Bover (1995), `Another Look at the Instrumental Variable Estimation of Error-Components Models'5. Richard Blundell and Stephen Bond (1998), `Initial Conditions and Moment Restrictions in Dynamic Panel Data Models'6. Bruno Crepon, Francis Kramarz and Alain Trognon (1997), `Parameters of Interest, Nuisance Parameters and Orthogonality Conditions: An Application to Autoregressive Error Component Models'7. Jinyong Hahn (1999), `How Informative is the Initial Condition in the Dynamic Panel Model with Fixed Effects?'8. Jan F. Kiviet (1995), `On Bias, Inconsistency, and Efficiency of Various Estimators in Dynamic Panel Data Models'9. Tom Wansbeek (2001), `GMM Estimation in Panel Data Models with Measurement Error'10. James P. Ziliak (1997), `Efficient Estimation with Panel Data when Instruments are Predetermined: An Empirical Comparison of Moment-Condition Estimators'PART II HETEROGENEOUS PANELS 11. Badi H. Baltagi and James M. Griffin (1997), `Pooled Estimators vs. their Heterogeneous Counterparts in the Context of Dynamic Demand for Gasoline'12. Cheng Hsiao and A. Kamil Tahmiscioglu (1997), `A Panel Analysis of Liquidity Constraints and Firm Investment'13. G.S. Maddala, Robert P. Trost, Hongyi Li and Frederick Joutz (1997), `Estimation of Short-Run and Long-Run Elasticities of Energy Demand from Panel Data Using Shrinkage Estimators'14. M. Hashem Pesaran and Ron Smith (1995), `Estimating Long-Run Relationships from Dynamic Heterogeneous Panels'PART III NON-STATIONARY PANELS 15. Kaddour Hadri (2000), `Testing for Stationarity in Heterogeneous Panel Data'16. Richard D.F. Harris and Elias Tzavalis (1999), `Inference for Unit Roots in Dynamic Panels Where the Time Dimension is Fixed'17. Chihwa Kao (1999), `Spurious Regression and Residual-Based Tests for Cointegration in Panel Data'18. G.S. Maddala and Shaowen Wu (1999), `A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test'19. Hyungsik R. Moon and Peter C.B. Phillips (1999), `Maximum Likelihood Estimation in Panels with Incidental Trends'20. Peter Pedroni (2000), `Fully Modified OLS for Heterogeneous Cointegrated Panels'21. M. Hashem Pesaran, Yongcheol Shin, and Ron P. Smith (1999), `Pooled Mean Group Estimation of Dynamic Heterogeneous Panels'22. Peter C.B. Phillips and Hyungsik R. Moon (1999), `Linear Regression Limit Theory for Nonstationary Panel Data'Name Index Volume II AcknowledgementsAn introduction by the editor to both volumes appears in Volume IPART I LIMITED DEPENDENT VARIABLES 1. Bo E. Honore (1992), `Trimmed LAD and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects'2. Bo E. Honore and Ekaterini Kyriazidou (2000), `Panel Data Discrete Choice Models with Lagged Dependent Variables'3. Michael P. Keane (1994), `A Computationally Practical Simulation Estimator for Panel Data'4. Ekaterini Kyriazidou (1997), `Estimation of a Panel Data Sample Selection Model'5. Michael Lechner (1995), `Some Specification Tests for Probit Models Estimated on Panel Data'6. Myoung-jae Lee (1999), `A Root-N Consistent Semiparametric Estimator for Related-Effect Binary Response Panel Data'7. Francis Vella and Marno Verbeek (1999), `Two-step Estimation of Panel Data Models with Censored Endogenous Variables and Selection Bias'8. Jeffrey M. Wooldridge (1995), `Selection Corrections for Panel Data Models under Conditional Mean Independence Assumptions'PART II NON-LINEAR PANEL MODELS 9. Jason Abrevaya (1999), `Leapfrog Estimation of a Fixed-Effects Model with Unknown Transformation of the Dependent Variable'10. Jeffrey M. Wooldridge (1999), `Distribution-free Estimation of Some Nonlinear Panel Data Models'PART III UNBALANCED PANELS 11. Werner Antweiler (2001), `Nested Random Effects Estimation in Unbalanced Panel Data'12. Badi H. Baltagi and Ping X. Wu (1999), `Unequally Spaced Panel Data Regressions with AR (1) Disturbances'13. Badi H. Baltagi, Seuck Heun Song and Byoung Cheol Jung (2001), `The Unbalanced Nested Error Component Regression Model'14. Peter Davis (2002), `Estimating Multi-way Error Components Models with Unbalanced Data Structures'PART IV PSEUDO-PANELS 15. M. Dolores Collado (1997), `Estimating Dynamic Models from Time Series of Independent Cross-Sections'16. Sourafel Girma (2000), `A Quasi-Differencing Approach to Dynamic Modelling from a Time Series of Independent Cross-Sections'17. David J. McKenzie (2001), `Estimation of AR(1) Models with Unequally Spaced Pseudo-Panels'18. Robert Moffitt (1993), `Identification and Estimation of Dynamic Models with a Time Series of Repeated Cross-Sections'PART V SPECIFICATION TESTS IN PANELS 19. Badi H. Baltagi, Javier Hidalgo and Qi Li (1996), `A Nonparametric Test for Poolability Using Panel Data'20. Badi H. Baltagi and Qi Li (1995), `Testing AR(1) against MA(1) Disturbances in an Error Component Model'21. Anil K. Bera, Walter Sosa-Escudero and Mann Yoon (2001), `Tests for the Error Component Model in the Presence of Local Misspecification'22. Q. Li and C. Hsiao (1998), `Testing Serial Correlation in Semiparametric Panel Data Models'23. Gilbert E. Metcalf (1996), `Specification Testing in Panel Data with Instrumental Variables'Name Index
Series Title: International library of critical writings in econometrics, 9.
Responsibility: edited by Badi H. Baltagi.


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`The editor of volumes like the present one has the chance to direct the reader's attention to nearly unknown but relevant papers. Baltagi has done this job very well. . . Summing up, the two volumes Read more...

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