The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice (Paperback)

Fundamentals.- Fixed Effects Models and Fixed Coefficients Models.- Error Components Models.- Endogenous Regressors and Correlated Effects.- The Chamberlain Approach to Panel Data: An Overview and Some Simulations.- Random Coefficient Models.- Parametric Binary Choice Models.- Advanced Topics.- Dynamic Models for Short Panels.- Unit Roots and Cointegration in Panels.- Measurement Errors and Simultaneity.- Pseudo-Panels and Repeated Cross-Sections.- Attrition, Selection Bias and Censored Regressions.- Simulation Techniques for Panels: Efficient Importance Sampling.- Semi-parametric and Non-parametric Methods in Panel Data Models.- Panel Data Modeling and Inference: A Bayesian Primer.- To Pool or Not to Pool?.- Duration Models and Point Processes.- GMM for Panel Data Count Models.- Spatial Panel Econometrics.- Applications.- Foreign Direct Investment: Lessons from Panel Data.- Stochastic Frontier Analysis and Efficiency Estimation.- Econometric Analyses of Linked Employer-Employee Data.- Life Cycle Labor Supply and Panel Data: A Survey.- Dynamic Policy Analysis.- Econometrics of Individual Labor Market Transitions.- Software Review.