资源描述:
《(Econometric Society Monographs) Cheng Hsiao-Analysis of Panel Data-Cambridge University Press (2014)》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、AnalysisofPanelData,ThirdEditionThisbookprovidesacomprehensive,coherent,andintuitivereviewofpaneldatamethodologiesthatareusefulforempiricalanalysis.Substantiallyrevisedfromthesecondedition,itincludestwonewchaptersonmodelingcross-sectionallydependentdataanddynamicsystemsofequations.Someofthemo
2、recomplicatedconceptshavebeenfurtherstreamlined.Othernewmaterialincludescorrelatedrandomcoefficientmodels,pseudo-panels,durationandcountdatamodels,quan-tileanalysis,andalternativeapproachesforcontrollingtheimpactofunobservedheterogeneityinnonlinearpaneldatamodels.ChengHsiaoisProfessorofEconomi
3、csattheUniversityofSouthernCaliforniaandadjunctprofessoratXiamenUniversity.HereceivedhisPhDinEconomicsfromStanfordUniversity.Hehasworkedmainlyinintegratingeconomictheorywitheconometricanalysis.ProfessorHsiaohasmadeextensivecontributionsinmethodologyandempiricalanalysisintheareasofpaneldata,ti
4、meseries,cross-sectionaldata,structuralmodeling,andmeasurementerrors,amongotherfields.HeistheauthorofthefirsttwoeditionsofAnalysisofPanelDataandwasaco-editoroftheJournalofEconometricsfrom1991to2013.EconometricSocietyMonographsEditors:ProfessorDonaldW.K.Andrews,YaleUniversityProfessorJeffreyC.El
5、y,NorthwesternUniversityTheEconometricSocietyisaninternationalsocietyfortheadvancementofeconomictheoryinrelationtostatisticsandmathematics.TheEconometricSocietyMonographseriesisdesignedtopromotethepublicationoforiginalresearchcontributionofhighqualityinmathematicaleconomicsandtheoreticalandap
6、pliedeconometrics.OtherTitlesintheSeries:G.S.Maddala,Limiteddependentandqualitativevariablesineconometrics,780521241434,9780521338257GerardDebreu,Mathematicaleconomics:TwentypapersofGerardDebreu,9780521237369,9780521335614Jean-MichelGrandmont,Moneyandvalue:Areconsiderationofclassicalandneocla
7、ssicalmonetaryeconomics,9780521251419,9780521313643FranklinM.Fisher,Disequilibriumfoundationsofequilibriumeconomics,9780521378567AndreuMas-Colell,Thetheoryofgeneralequilibrium:Adifferentiableapproach,9780521265140,9780521388702TrumanF.Bewley,