Papers in Honour of Professor Pietro Balestra
The main focus of this book is on various theoretical and practical issues in the field of panel data econometrics. This is an important and active field of research with significant relevance for empirical studies in a variety of subjects including economics, finance, social sciences, health etc. This book presents contributions by several leading experts who provide their views on a wide range of topics, both theoretical and applied, that can serve as a basis for future research on the methodology and applications of panel data modelling.
J. Krishnakumar
E. Ronchetti, Department of Econometrics, University of Geneva, UNI-MAIL, Geneva, Switzerland
Growth rate convergence, fact or artifact? An essay on Panel data econometrics (M. Nerlove).
Do panel data rescue the purchasing power parity (PPP) theory? (G.S. Maddala, S. Wu, P.C. Liu).
Neglected heterogeneity and dynamics in cross-country savings regressions (N.U. Haque, M.H. Pesaran, S. Sharma).
Panel data estimation of the intergenerational correlation of incomes (R. Abul Naga, J. Krishnakumar).
Life expectancy and related indicators as measures of development: the case of Switzerland (G. Antille, J. Silber).
Nonlinear panel data models with dynamic heterogeneity (C. Gourieroux, J. Jasiak).
On the usefulness of banks panel data in the empirical analysis of credit markets: a note (P. Sevestre).
Energy Economics. Aggregating time unbalanced panel observations: methodology and application to oil consumption of boiler rooms (F. Carlevaro, J.-L. Bertholet).
To pool or not to pool panel data (C. Hsiao, B. Sun).
A score test for individual heteroscedasticity in a one-way error components model (A. Holly, L. Gardiol).
Aggregation and unit roots in economic time series (A. Hornok, L. Mátyás).
Kernel m-estimators and functional residuals plots (C. Gourieroux, A. Monfort, C. Tenreiro).
Further evidence on the efficiency of least squares in regression models (B.H. Baltagi).
Balestra's contribution in the field of economic growth, income distribution and capital accumulation (M.L. Baranzini).
Public debt in the European Union countries: two ways of facing the problem (L.L. Pasinetti).