Panel Data Econometrics: Theory (Paperback)

1. General Introduction 2. A synopsis of econometrics 3. Introduction to modern econometric models of panel data 4. Panel data in efficiency and productivity analysis 5. Nonlinear and related panel data models 6. Nomparametric panel data models 7. The Nonparametric DEA paradigm with panel data 8. Endogeneity in stochastic frontier and other panel data models 9. Bayesian analysis in panel data models 10. Dynamic panel data, by Manuel Arellano 11. Multivariate Discrete Choice Panel Data Models 12. Implementing econometric estimators in panel data 13. LIMDEP as an estimation environment for panel data 14. Multivariate time series models and their relation to panel data 15. The status of panel cointegration techniques and open challenges 16. Bayesian estimation of short dynamic panels under model uncertainty 17. Alternative approaches to the econometrics of panel data