Analysis of Panel Data (Econometric Society Monographs, Series Number 11)

By Cheng Hsiao

Book Overview

This book reviews the basic econometric methods that have been used to analyze panel data--data collected by observing a number of individuals over time. In analyzing this data, difficulties can arise due to unobserved individuals or time characteristics. The focus of the book is twofold: correcting for these difficulties, and providing methods for improvement of the efficiency of the estimates. The author draws together work on panel data from a number of different perspectives, including the econometric literature on specification analysis, the time series literature on dynamic models, and discrete choice literature.

• Format: Hardcover
• Language: English
• ISBN: 0521251508
• ISBN13: 9780521251501
• Release Date: July 1986
• Publisher: Cambridge University Press
• Length: 256 Pages
• Weight: 1.15 lbs.
• Dimensions: 9.5" x 0.8" x 6.5"