The Econometrics of Panel Data: A Handbook of the Theory with Applications (Advanced Studies in Theoretical and Applied Econometrics)

Book Description

This completely revised and enhanced second edition of the volume first published in 1992 provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross section and time series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.
Much work has been done over the last three decades: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific difficulties associated with the use of panel data are also explored, such as attrition, heterogeneity, selectivity bias, pseudo-panels etc.
The second, enhanced edition provides a complete and up to date presentation of these theoretical developments. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, point processes, etc. Nine additional chapters about instrumental variables and generalized method of moments estimators, duration models, count data models, simulation methods, etc. have been included.
This volume also provides insights into the use of panel data in empirical studies. Part III deals with surveys in several major fields of applied economics, such as labour and investment demand, labour supply, consumption, transitions on the labour market, and finance. Two new chapters about foreign investment and production frontiers have been included.
Audience: The double emphasis of the book (theoretical and applied), together with the fact that all the chapters have been written by well-known specialists in the field, means that it will become a standard reference for all those concerned with the use of panel data in econometrics: advanced students, professional economists or researchers.

Panel Data: Theory and Applications (Studies in Empirical Economics)

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Panel Data: Theory and Applications (Studies in Empirical Economics)

Manufacturer: Physica-Verlag Heidelberg
ProductGroup: Book
Binding: Hardcover

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ASIN: 3790801429

Book Description

The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their bootstrapped versions, confidence intervals for a doubly heteroskedastic stochastic production frontiers, estimation of semiparametric dynamic panel data models and a review of survey attrition and nonresponse in the European Community Household Panel. Applications include as different topics as e.g. the impact of uncertainty on UK investment, a Tobin-q investment model using US firm data, cost efficiency of Spanish banks, immigrant integration in Canada, the dynamics of individual health in the UK, the relation between inflation and growth among OECD and APEC countries, technical efficiency of cereal farms in England, and employment effects of education for disabled workers in Norway.

The Econometrics of Panel Data: Handbook of Theory and Applications (Advanced Studies in Theoretical and Applied Econometrics)

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The Econometrics of Panel Data: Handbook of Theory and Applications (Advanced Studies in Theoretical and Applied Econometrics)

Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

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ASIN: 0792320433

Book Description

This volume provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh (1959), Mundlak (1961), Hoch (1962), and Balestra and Nerlove (1966), the pooling of cross-section and time-series data has become an increasingly popular way of quantifying economic relationships. Each series provides information lacking in the other, so a combination of both leads to more accurate and reliable results than would be achievable by one type of series alone.
Over the last 30 years much work has been done: investigation of the properties of the applied estimators and test statistics, analysis of dynamic models and the effects of eventual measurement errors, etc. These are just some of the problems addressed by this work. In addition, some specific difficulties associated with the use of panel data, such as attrition, heterogeneity, selectivity bias, pseudo panels etc. have also been explored.
The first objective of this book, which takes up Parts I and II, is to give as complete and up-to-date a presentation of these theoretical developments as possible. Part I is concerned with classical linear models and their extensions; Part II deals with nonlinear models and related issues: logit and probit models, latent variable models, incomplete panels and selectivity bias, and point processes.
The second objective is to provide insights into the use of panel data in empirical studies. Since the beginning, interest in panel data has been empirically based, and over time has become increasingly important in applied economic studies. This is demonstrated by growing numbers of conferences and special issues of economic journals devoted to the subject. Part III deals with studies in several major fields of applied economics, such as labour and investment demand, labour supply, consumption, transitions on the labour market, and finance.
The double emphasis of this book (theoretical and applied), together with the fact that all the chapters have been written by well-known specialists in the field, ensure that it will become a standard textbook for all those who are concerned with the use of panel data in econometrics, whether they are advanced students, professional economists or researchers.

Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models (Cowles Foundation discussion paper)

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Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models (Cowles Foundation discussion paper)
Donald W. K Andrews
Manufacturer: Cowles Foundation for Research in Economics
ProductGroup: Book
Binding: Unknown Binding

Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Cowles Foundation papers)

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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Cowles Foundation papers)
Donald W. K Andrews
Manufacturer: Cowles Foundation for Research in Economics
ProductGroup: Book
Binding: Unknown Binding

Modern Digital Simulation Methodology, IV: Advances in Theory & Application of Distribution Fitting, Econometric Cointegrated Regression in Panel Data, System Reliability, and Behrens-fisher Problems.

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Modern Digital Simulation Methodology, IV: Advances in Theory & Application of Distribution Fitting, Econometric Cointegrated Regression in Panel Data, System Reliability, and Behrens-fisher Problems.
Edward J. Dudewicz Et Al
Manufacturer: American Sciences Press
ProductGroup: Book
Binding: Paperback
ASIN: B000N640CU

Semiparametric panel data estimation: An application to immigrants homelink effect on U.S. producer trade flows (Working paper in economics)

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Semiparametric panel data estimation: An application to immigrants homelink effect on U.S. producer trade flows (Working paper in economics)
Aman Ullah
Manufacturer: Dept. of Economics, University of California, Riverside
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Binding: Unknown Binding

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Classical Versus Neoclassical Monetary Theories, completed just before Professor Will E. Mason's untimely death, places recent and mid-20th century monetary theory in a larger historical context, while examining the relevance of contemporary questions in monetary policy. The first half of the volume analyzes the development of the methodological and conceptual foundations of monetary theory, up to and including contemporary mainstream views; the second half addresses more policy-oriented monetary questions. Emphasis is placed on the dichotomy of monetary and value theory, the Walrasian general equilibrium paradigm, the resolution of the `Patinkin controversy', the Federal Reserve System's failed experiment with `pure monetarism', and the misplacement of the free market in the `Chicago paradox'.
Classical Versus Neoclassical Monetary Theories will be of interest both to historians of economic thought and monetary and macro economists, as well as to many well-informed followers and fashioners of monetary policy.

The Government of Money: Monetarism in Germany and the United States (Cornell Studies in Political Economy)

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A wonderful and timely read

The Government of Money: Monetarism in Germany and the United States (Cornell Studies in Political Economy)
Peter A. Johnson
Manufacturer: Cornell University Press
ProductGroup: Book
Binding: Hardcover

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ASIN: 0801428351

Book Description

In recent years governments have increasingly given their central banks the freedom to pursue policies of price stability. In particular, the German Bundesbank and the U.S. Federal Reserve have been widely considered models of autonomous policymaking. This book traces the origins of their success to the political struggle to adopt monetarism in Germany and the United States.

The Government of Money contends that the political involvement of monetarist economists was central to this endeavor. The book examines the initiatives undertaken by monetarists from 1970 to 1985 and the policies that resulted once their ideas were enacted. Taking a historical approach to major issues of political economy, Peter A. Johnson describes both the political efforts of the monetarist economists to convert central banks to their preferred policies and the resistance offered by traditionalist central bankers, politicians, and financial and labor interests.

Johnson concludes that monetarist ideas succeeded in part because their supporters convincingly claimed that price stability would promote political stability. He thereby challenges important assumptions about politics and policymaking in both countries and reveals the often hidden influence of monetary policy on the health of capitalist democracies.

Customer Reviews:

A wonderful and timely read.......2000-01-16

In a time where the words of Alan Greenspan affect the lives (and wallets) of millions of Americans, this book brings the politics of the Fed to life for the everyday reader, and presents a comparison with the German central bank (the Bundesbank), where it seems that decisions are made in a much more collegial matter than the U.S. Federal Reserve, where one man can dictate the sway of markets. The book is accessible to academics and non-academics alike, and is about as sexy as a book about the politics of banks can get. Overall, it's a must-read for anyone interested in the politics of money, from scholars to daytraders.

The IMF Crisis of 1976 and British Politics: Keynesian Social Democracy, Monetarism and Economic Liberalism: the 1970s Struggle in British Politics (International Library of Political Studies)

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The IMF Crisis of 1976 and British Politics: Keynesian Social Democracy, Monetarism and Economic Liberalism: the 1970s Struggle in British Politics (International Library of Political Studies)
Kevin Hickson
Manufacturer: Tauris Academic Studies
ProductGroup: Book
Binding: Hardcover

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Book Description

The 1976 IMF crisis was a seminal event in modern British political and economic history. This study, based on vital original source material, including interviews with leading actors, probes economic thought and practice by governments and questions much received wisdom, especially that the effect of the IMF crisis was a shift to the monetarist orthodoxy and right-wing economic liberalism of the 1980s--to be embraced by all parties including New Labour.

Monetarism and Monetary Policy (Occasional Paper,)

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Monetarism and Monetary Policy (Occasional Paper,)
Anna J. Schwartz
Manufacturer: Hyperion Books
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Binding: Hardcover

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ASIN: 0255363028

Monetarism and the Demise of Keynesian Economics

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Monetarism and the Demise of Keynesian Economics
G. R. Steele
Manufacturer: Palgrave Macmillan
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Binding: Hardcover

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Monetarism and the Methodology of Economics: Essays in Honour of Thomas Mayer

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Monetarism and the Methodology of Economics: Essays in Honour of Thomas Mayer

Manufacturer: Edward Elgar Publishing
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Binding: Hardcover

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ASIN: 1852789409

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Monetarism, theory, evidence & policy
Howard R Vane
Manufacturer: Wiley
ProductGroup: Book
Binding: Paperback

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ASIN: 0470265698

Money, Inflation, and Recession in the U.K. and U.S.A.: The Fallacies of Monetarism : A Marxist View

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Money, Inflation, and Recession in the U.K. and U.S.A.: The Fallacies of Monetarism : A Marxist View
Pantelis Ayianoglou
Manufacturer: Edwin Mellen Press
ProductGroup: Book
Binding: Hardcover

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The Politics of Monetarism: Its Historical and Institutional Development

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The Politics of Monetarism: Its Historical and Institutional Development
George Macesich
Manufacturer: Rowman & Littlefield Pub Inc
ProductGroup: Book
Binding: Hardcover

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Testing Monetarism
Meghnad Desai
Manufacturer: Palgrave Macmillan
ProductGroup: Book
Binding: Hardcover

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ASIN: 0312793561

Book Description

In brief: "High-Performance Interactive Marketing" will give you the practical guidance to capitalize on all of the potential and avoid all of the problems of marketing with new interactive technologies. You'll get an insider's advice and insights into the kinds of tactics that will help you sell more products and services right now--today and tomorrow--as well as help you develop the strategic vision needed to build the lasting customer relationshps that will keep you successful long after your competitors have faded from the scene.

The business press of recent years has been filled with dramatic portrayals of interactive marketing succcess. But the landscape behind those exciting pictures is filled with the wreckage of the failures--those who couldn't handle the probles and challenges of this fast-paced, ever-changing world. This book gives you all the strategic and tactical tools, with chapters like: --Disintermediation and the Changing Role of Marketing and Sales
--Bridging the Gap between Marketing and Sales
--The Huge Impact of Infomediaries and Portals
--The New Communications Model
--E-Branding and Positioning
--Creating and Implementing Successful Web Events
--Heuristic Marketing Techniques
--Using Marketing Automation The author has distilled his two-plus decades of experience making practical use of marketing technology to write a new marketing rule book. With your copy at your side, you willbe able to rewrite the rule book for your organization as well.

Customer Reviews:

Ryan Hits Home - As Usual.......2001-04-16

First, read the last four paragraphs. Then read the book. Use a marker liberally. This is a person with strong opinions and he is usually right. He is a marketer's marketer who never strays far from the fact that we all have to sell something to survive. He complies a lot of current internet thinking and best practices with a substantial heaping of his own background. He adds a sprinkling of the future with an eye on what's working now. Worth the price of admisssion, but start with the end.

Ryan hits a homerun!.......2001-04-12

A must read for anyone who either makes or influences marketing decisions. Being a part of an organization that serves both small and medium sized businesses that need integrated marketing solutions, this book is the outline for success. As an avid reader, all too often I see either "Joe Bob's theory on marketing success" or somebody plagiarizing one of the Porter bibles; either way, they're not usable by the average guy. Ryan's book has concise, easy to implement solutions that can be scaled. In today's marketplace where most businesses have between 2 and 10 employee's and make well under a million a year in revenue, business owners need roadmaps that are easy to follow and implementable with the staff that is on hand. Ryan does this well.

Not only would I consider this a must read, I'd say it's one to pick up again and again.

High Performance Practicality.......2001-03-16

Christopher Ryan has hit a homerun with his book High Performance Interactive Marketing. His book provides the reader with a host of real-time, practical advice on how to improve the performance of your business.

I love the fact that Ryan provides the reader with a plethora of real-world examples that a company (such as mine or my client's) can utilize immediately.

In a book world that is so focused on nice-to-know theories, Ryan delivers on what all companies covet--practical advice that can be used the next day. I especially like his demonstrations of metrics, such as return on marketing investments, as this continues to be the holy grail that most companies seek, but very few find the right formula tied to their specific situation.

I will use this book regularly for my company and highly recommend it to my clients.

It's about time.......2001-03-14

What an important book for the contemporary marktplace! The author gives the reader incredibly canny insights into the confusing world of interactive marketing--both the "30,000-foot," strategic view and the hands-on, everyday tactics that get the job done. And all of this is presented in a friendly, easy-to-read style with a minimum of jargon and buzzwords. This book is worth many times the cover price. It's about time someone wrote this book.

great reading.......2001-02-28

A must for all new and veteran marketing professionals.

High-Performance Sales Training: 64 Interactive Projects

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High-Performance Sales Training: 64 Interactive Projects
Lee Boyan , and Rosalind Enright
Manufacturer: AMACOM/American Management Association
ProductGroup: Book
Binding: Paperback

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ASIN: 0814477836

Book Description

This digital document is an article from Journal of Contemporary Asia, published by Journal of Contemporary Asia Publishers on May 1, 2002. The length of the article is 2115 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: Decentralised production in India: industrial districts flexible specialisation and employment. (book review)
Author: Kamal Nayan Kabra
Publication: Journal of Contemporary Asia (Refereed)
Date: May 1, 2002
Publisher: Journal of Contemporary Asia Publishers
Volume: 32 Issue: 2 Page: 282(5)

Article Type: Book Review

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Small Business Entrepreneurs in Asia and Europe: Towards a Comparative Perspective

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Small Business Entrepreneurs in Asia and Europe: Towards a Comparative Perspective

Manufacturer: Sage Publications Pvt. Ltd
ProductGroup: Book
Binding: Hardcover

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Book Description

Small entrepreneurs play an important role in the capitalistic transformation of the still largely agrarian economies of Asia. Small Business Entrepreneurs in Asia and Europe draws attention to this little researched issue by bringing together in-depth sociological studies on small business groups operating at the local level or in rural areas in India, Indonesia, Thailand, Malaysia, Korea, and China. While the main focus is on Asia, a section on small European entrepreneurs has also been included. By combining studies of similar classes in different countries, the book contributes to the development of a new theoretical framework for the comparative study of entrepreneurship. Taken as a whole, this book advocates the study of rural transformation from a fresh angleùthat of the emergence of new business classes which in many cases have peasant or farming backgrounds. The contributors provide a different perspective on the ways in which capitalist transformation affects various levels of society. They also shed new light on the "Asian miracle" by suggesting that the economic transformation of East and Southeast Asian countries has not been simply the result of investments by multinational corporations or the state. Small Business Entrepreneurs in Asia and Europe will appeal to anyone interested in entrepreneurship, economics, rural and industrial sociology, business studies, anthropology and Asian studies.

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