Panel data econometrics
Title:
Panel data econometrics
ISBN:
9781849508360
Publication Information New:
Bingley, U.K. : Emerald, 2006.
Physical Description:
1 online resource (xvi, 381 p.).
Series:
Contributions to economic analysis, v. 274
Contributions to economic analysis ; v. 274.
Contents:
Time invariant variables and panel data models : a generalised Frisch Waugh theorem and its implications / Jaya Krishnakumar -- An intertemporal model of rational criminal choice / Robin C. Sickles, Jenny Williams -- Swedish liquor consumption : new evidence on taste change / Badi H. Baltagi, James M. Griffin -- Import demand estimation with country and product effects : application of multi-way unbalanced panel data models to lebanese imports / Rachid Boumahdi, Jad Chaaban, Alban Thomas -- Can random coefficient cobb douglas production functions be aggregated to similar macro functions? / Erik Biørn, Terje Skjerpen, Knut R. Wangen -- Conditional heteroskedasticity and cross-sectional dependence in panel data : an empirical study of inflation uncertainty in the G7 countries / Rodolfo Cermeño, Kevin B. Grier -- The dynamics of exports and productivity at the plant level : a panel data error correction model (ECM) approach / Mahmut Yasar, Carl H. Nelson, Roderick M. Rejesus -- On the estimation and inference of a panel cointegration model with cross-sectional dependence / Jushan Baia, Chihwa Kaob -- Learning about the long-run determinants of real exchange rates for developing countries : a panel data investigation / Imed Drine, Christophe Rault -- A full heteroscedastic one-way error components model : pseudo-maximum likelihood estimation and specification testing / Bernard Lejeune -- Employee turnover : less is not necessarily more? / Mark N. Harris, KamKi Tang, Yi-Ping Tseng -- Dynamic panel models with directors and officers liability insurance data / George D. Kaltchev -- Assessment of the relationship between income inequality and economic growth : a panel data analysis of the 32 federal entities of Mexico, 1960-2002 / Araceli Ortega-Díaz -- Finite sample properties of FGLS estimator for random-effects model under non-normality / Aman Ullah, Xiao Huang -- Modelling the initial conditions in dynamic regression models of panel data with random effects / I. Kazemi, R. Crouchley.
Abstract:
Panel data econometrics has evolved rapidly over the last decade. Dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics makes this an exciting area of research in econometrics. The 11th international conference on panel data held at Texas A&M University, College Station, Texas, June 2004, witnessed about 150 participants and 100 papers on panel data. This volume includes some of the papers presented at that conference and other solicited papers that made it through the refereeing process. Contributions to Economic Analysis was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics.
Added Author:
Language:
English