Panel Data Econometrics

Name: Panel Data Econometrics
Brand: Taylor & Francis
SKU: 9781138389663
Price: 341.0 NZD
Availability: InStock

Common Factor Analysis for Empirical Researchers

By Donggyu Sul

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Summary

Panel Data Econometrics explores the rapid advancements in panel data econometric theory over the past two decades, focusing on analysing behaviours across individuals over time. It addresses a gap between advanced theoretical development and practical application by teaching researchers how to use the latest panel estimation methods correctly. The book covers modelling of cross-sectional dependence, estimation and identification of key common variables, and distinguishing between long-run and dynamic relationships within panel data. It is designed for applied researchers seeking to implement panel regression using statistical software, providing clear instruction and support through online materials, including practical exercises in MATLAB, STATA, and GAUSS, alongside concise explanations of fundamental econometric theory for beginners.
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Format: Hardback

$341⁰⁰

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Panel Data Econometrics

$341⁰⁰

Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

Ideal for applied researchers and graduate students in economics and social sciences who want to enhance their empirical analysis skills with advanced panel data techniques. Particularly suited to those using or planning to use statistical software such as MATLAB, STATA, or GAUSS, with an interest in correct model specification and dealing with cross-sectional dependence.

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 researchers have not kept up-to-date. This book attempts to fill this gap, teaching researchers how to use the latest panel estimation methods correctly.

Description

In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analysing common behaviours among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. Panel Data Econometrics 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. Panel Data Econometrics aims to help applied researchers 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.

Book Hero Magic summarised reviews for this book. While it's new and still learning, it may not be perfect - your feedback is welcome! HOW HAS THIS BEEN REVIEWED?

Esteemed economists praise this book for its clear exposition and practical relevance. Almas Heshmati, Professor of Economics at Jönköping University, highlights its success in separating and estimating common factors alongside idiosyncratic error components, complimenting the accompanying codes and applications. Ron Smith from Birkbeck, University of London endorses the use of recent practical factor analysis developments and empirical examples, noting the inclusion of MATLAB, GAUSS, and Stata codes as invaluable tools, describing the work as essential reading for anyone working with panel data.

Book Details

INFORMATION

ISBN: 9781138389663

Publisher: Taylor & Francis Ltd

Format: Hardback

Date Published: 26 February 2019

Country: United Kingdom

Imprint: Routledge

Illustration: 20 Tables, black and white; 28 Line drawings, black and white; 28 Illustrations, black and white

Audience: Tertiary education

DIMENSIONS

Width: 156.0mm

Height: 234.0mm

Weight: 385g

Pages: 150

Collections

Donggyu Sul Education & Reference Finance & Economics Finance & Investment Non-Fiction

About the Author

Donggyu Sul is currently the John Kain Professor of Economics at the University of Texas at Dallas, USA. He specializes in panel data econometrics, international finance, and empirical economic growth, and his articles have been published in numerous major research journals.