1
of
1
Panel Data Econometrics
Common Factor Analysis for Empirical Researchers
Book Hero Magic crafted this summary to help describe this book. While it's new and still
learning, it may not be perfect - your
feedback is welcome!
Summary
Read More
Format: Hardback
$34100
Unit price
/
Unavailable
AVAILABLE WITH SUPPLIER
Ships from our Auckland warehouse within 4-6 weeks
Found a better price? Request a price match
Panel Data Econometrics
$34100
Unit price
/
Unavailable
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.
Latest News
An Evening with Ryan Holiday: Ancient Wisdom for Modern Life
I was lucky enough to see Ryan Holiday speak in Auckland on Tuesday night. I've...
The Play to Screen Report - 15/10/2026
Sacha has rounded up all the latest news from the world of toys, games, movies...
Marnie shares her tips for Spring!
Marnie is our garden expert and Lizzy kills every plant she brings home. We're getting...
My Favourite Thing About Bookish Puzzles
There's something special about seeing your favourite fictional worlds brought to life through beautiful artwork....
The Cultural Renaissance of Reading
There's something rather wonderful happening in the world of books at the moment. Reading is...
See more
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.
Book Hero Magic formatted this description to make it easier to read. While it's new and
still learning, it may not be perfect - your
feedback is welcome!
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 JΓΆnkΓΆping 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
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.
More from Education & Reference
View all-
Revenge of the Tipping Point
Twenty-five years after the publication of his groundbreaking first book, Malcolm Gladwell returns with a brand new volume that reframes the lessons of The Tipping Point in a startling and revealing light. What does the heartbreaking fate of the cheetah tell us about the way we raise our children? Why do elite universities care so much about sports? What is...Paperback$2999Elsewhere:$3999Unit price /UnavailableAvailableShips in 4-6 weeks -
The Body Keeps the Score
The Body Keeps the Score by Dr Bessel van der Kolk is a compelling and compassionate exploration of the deep-seated impact of trauma on the human body and mind. This groundbreaking work delves into the complex causes of trauma and paints a vivid picture of the revolutionary treatments that are enabling countless individuals to reclaim their lives filled with purpose...Paperback$2400Elsewhere:$3000Unit price /UnavailableIn StockShips today -
New ReleaseSong of the Birds
A stunning and panoramic history of native birds in Aotearoa, from the bestselling author of The Meaning of Trees For millions of years, the song of the birds echoed throughout Aotearoa, with no one around to hear it. While the arrival of humans would transform their story forever - birds may have changed us even more. In this beautiful and...Hardback$4499Elsewhere:$5500Unit price /UnavailableIn StockShips today -
New ReleaseLucky You're Tough
Lucky You're Tough chronicles the early life of helicopter pilot and NZSAS soldier Mark Law, from growing up in the rural wilds of WhangamΕmona through to surviving a series of life-threatening events that would shape his life and career. After a career as a badged soldier in the NZSAS that led to an intriguing stint with the British SAS and...Paperback$3199Elsewhere:$3999Unit price /UnavailableIn StockShips today -
The Age Code
What if the food you eat could rewind your biological clock? 'Clear and compelling' β Chris van Tulleken 'Really interesting and insightful' β Joe Wicks 'Fascinating' β Tim Spector From the rising incidence of cancer in the under-50s to increased infertility rates, there are signs everywhere that growing numbers of us are ageing too quickly. Why? Many believe thereβs one...Paperback$2999Elsewhere:$3799Unit price /UnavailableIn StockShips today -
One Last Question, Prime Minister
From Muldoon to Luxon, untold stories from the House of Parliament Barry Soper has spent close to five decades questioning New Zealand's prime ministers.From the imposing, larger-than-life characters of Rob Muldoon and David Lange, to the golden age of Helen Clark and John Key, and the post-Covid era of Jacinda Ardern and the 'Chrises', Soper's insight and nose for a...Paperback$3199Elsewhere:$3999Unit price /UnavailableIn StockShips today -
Fungi of Aotearoa
The complete introduction to finding, identifying and using mushrooms and other fungi in New Zealand. Enter and explore the fascinating world of fungi. In this practical and up-to-date guide, forager and fungus enthusiast Liv Sisson shares her top tips and takes the reader on a journey to discover the unique and diverse fungi Aotearoa has to offer. Discover how to...Paperback$3200Elsewhere:$4500Unit price /UnavailableIn StockShips today -
Suicidal Empathy
The bestselling author of The Parasitic Mind shows why empathy in politics leads to civilizational collapse. What happens when a society elevates victimhood to a virtue and decides that punishment is cruel? You get the disease Dr. Gad Saad calls suicidal empathy. And the West may be terminally infected. In his new book, Suicidal Empathy, Saad unleashes a blistering critique...Paperback$3099Elsewhere:$3799Unit price /UnavailableIn StockShips today -
Maori Made Easy Workbook 1/Kete 1
Maori Made Easy Workbook 1/Kete 1 by Scotty Morrison is the ultimate companion for anyone eager to learn the beautiful and complex Maori language. Whether you're starting from scratch or looking to brush up on your skills, this workbook offers a structured and engaging way to immerse yourself in te reo Maori. Designed to be accessible regardless of your starting...Paperback$2000Elsewhere:$2500Unit price /UnavailableIn StockShips today -
Kitchen Confidential
The classic bestseller from the star of Parts Unknown and No Reservations: 25th Anniversary edition, with a new introduction by Irvine Welsh. BEFORE THERE WAS THE BEAR, THERE WAS BOURDAIN. βElizabeth David written by Quentin Tarantinoβ β A.A. Gill βFantastic: as lip-smackingly seductive as a bowl of fat chips and pungent aioliβ β Daily Telegraph After twenty-five years of sex,...Paperback$2500Elsewhere:$2799Unit price /UnavailableIn StockShips today -
New Release
Hormone Health is Mental Health
Hormone Health is Mental Health is a lifechanging guide to understanding perimenopause and midlife women's mental health - and how understanding your hormones is the first step to feeling like yourself again. This book is for women in their thirties, forties, and fifties who feel like they're falling apart. Women who feel like their brains and bodies are betraying them,...Paperback$3299Elsewhere:$4000Unit price /UnavailableIn StockShips today -
"What Were You Thinking!?"
Everything parents need to know about their baby, child or teen's developing brain to raise resilient, emotional intelligent kids, by globally renowned neuroscience educator Nathan Wallis. 'What were you thinking!?'If you've ever asked this in despair while watching a toddler melt down, a tween push boundaries or a teenager make a truly terrible decision, this book is for you.InΒ "What Were...Paperback$3299Elsewhere:$3999Unit price /UnavailableIn StockShips today
Why buy from us?
Book Hero is not a chain store or big box retailer. We're an independent 100% NZ-owned business on a mission to help more Kiwis rediscover a love of books and reading!
Service & Delivery
Our warehouse in Auckland holds over 100,000 books, toys, board games and puzzles in-stock so you're not waiting for your order to arrive from overseas.
Auckland Bookstore
We're primarily an online store, but for your convenience you can pick up your order for free from our bookstore, which is right next door to our warehouse in Hobsonville.
Our Gifting Service
Books make wonderful thoughtful gifts and we're here to help with gift-wrapping and cards. We can even send your gift directly to your loved one.
