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    PANEL DATA ECONOMETRICS COMMON FACTOR ANALYSIS FOR EMPIRICAL RESEARCHERS

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    889987

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    Sinopse

    In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly.

    Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims to help applied researchers to run panel regressions correctly and avoid common mistakes. The book explains how to model cross-sectional dependence, how to estimate a few key common variables, and how to identify them. It also provides guidance on how to separate out the long-run relationship and common dynamic and idiosyncratic dynamic relationships from a set of panel data.

    Aimed at applied researchers who want to learn about panel data econometrics by running statistical software, this book provides clear guidance and is supported by a full range of online teaching and learning materials. It includes practice sections on MATLAB, STATA, and GAUSS throughout, along with short and simple econometric theories on basic panel regressions for those who are unfamiliar with econometric theory on traditional panel regressions.
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    ISBN9781138389670
    Pré vendaNão
    Peso260g
    Autor para link
    Livro disponível - pronta entregaNão
    Dimensões23.4 x 15.6 x 0.9
    IdiomaInglês
    Tipo itemLIVRO IMPORTADO ADQ MERC INTERNO
    Número de páginas166
    Número da edição1ª EDIÇÃO - 2019
    Código Interno889987
    Código de barras9781138389670
    AcabamentoPAPERBACK
    AutorSUL, DONGGYU
    EditoraROUTLEDGE
    Sob encomendaSim
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