Features and Contents

 
Updated topics include dynamic panels, non-stationary panels, limited dependent variable models, heteroskedastic panels, heterogeneous panels and spatial panels.

Other notable features of this third edition:

  • The Chapter on nonstationary panels has been completely rewritten and updated to include the recent unit root panel tests with cross-section dependence, and an empirical application is given on purchasing power parity, which is illustrated using EViews. 
  • An empirical example on nursing labor supply has been added, illustrating limited dependent variables methods with panel data.
  • Addition exercises have been added to each chapter and their solutions will be provided on the website. TSP, EViews and Stata output examples are given throughout the book.
  • A simultaneous equation on crime has been added and is illustrated with Stata.
  • Material on heteroskedasticity in panels is completely revised and updated with recent estimation and testing results.
 

ISBN: 0-470-01456-3 (3rd edition)

  Data Sets Solutions Manual

Table of Contents

 
If you have problems ordering this book in the U.S., please contact 
John Wiley & Sons Ltd, Baffins Lane Chichester, West Sussex   PO19 1UD, England   
Fax:  (0243) 775878   REGISTERED NO:  641132 ENGLAND
 
ISBN 3-540-63896-2 (1st edition)
Instructor's manual available (ISBN 0-471-95544-2)
ISBN: 0-471-49937-4 (2nd edition)