Panel data: theory and applications : with 108 tables

Medientyp: Buch

Titel: Panel data : theory and applications : with 108 tables

Beteiligte: Baltagi, Badi H. [Hrsg.]

Erschienen: Heidelberg [u.a.]: Physica-Verl., 2004

Umfang: VIII, 380 S; graph. Darst

Sprache: Englisch

ISBN: 3790801429

RVK-Notation: QH 237 : Zeitreihenanalyse. Anwendungen stochastischer Prozesse, stochastische Prozesse, stochastische Differentialgleichungen
QH 244 : Statistische Methoden in der Markt- und Meinungsforschung. Empirische Sozialforschung

Schlagwörter: Panelanalyse > Ökonometrie

Entstehung:

Anmerkungen: First published in "Empirical Economics, Vol. 29, Issue 1, 2004 and partly in Vol. 27, No. 1, 2002 as well as in Vol. 28, No. 1 and 3, 2003"

Beschreibung: 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. Applications include the impact of uncertainty on UK investment, a Tobin-q investment model using US firm data, technical change in the Japanese chemical industry, cost efficiency of Spanish banks, the problem of immigrant integration in Canada, an analysis of the dynamics of individual health in the UK, the relationship between inflation and growth among OECD and APEC countries, and modeling corner solutions in the industrial energy demand in the pulp and paper sector in France. This book , solicited from the 10th International conference on panel data, which was held at the Academy of Sciences in Berlin in July of 2002, is dedicated to the memory of G. S. Maddala and Zvi Griliches who contributed extensively to this topic and whose presence at panel data conferences will be sorely missed

Panel data : theory and applications : with 108 tables

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