Text Books
Publication Date: June, 2008 Publisher: Wiley, John & Sons, Inc. ISBN: 0470518863 |
"If you need to know how to perform estimation and
inference on panel data from an econometric standpoint, then
Econometric Analysis of Panel Data, Fourth Edition by Badi H.
Baltagi is the book to read. Aside from being a leading graduate
textbook, this book is the standard reference, containing all the
details you need to understand and implement the standard models.
It also provides a very good introduction to the newer and more
advanced techniques. This book provides an excellent introduction for the student or the applied researcher because of its attention to detail and its use of examples, many of which use Stata. The detail is especially useful in the many sections that grow out of Baltagi’s own work. In these sections, readers gain a deep enough understanding of the models to implement them in a programming language like Stata. In other sections, such as the chapter on limited dependent variables, Baltagi combines a good introduction to the mechanics with an excellent introduction to the literature, allowing readers the opportunity to follow up for more details. This fourth edition updates the coverage of recent theoretical developments. There is a new section on count panel data that links a detailed but intuitive theoretical discussion with examples using the Stata commands xtpoisson and xtnbreg. Baltagi has also considerably expanded the section on dynamic panel-data methods and has included Stata examples. " Comment from the Stata technical group Reviews by: Prof. Kajal Lahiri, Prof. Gary Koop, Prof. Peter C.B. Phillips, Prof. Peter Schmidt and Prof. M. Hashem Pesaran. |
A Companion to Econometric Analysis of Panel Data will appeal to students and researchers learning about panel data with Baltagi’s Econometric Analysis of Panel Data, 4th Edition and other graduate-level econometrics texts. Companion includes derivations of results shown without proof in Baltagi’s textbook and provides more numerical examples, most of which were completed using Stata. Working through Companion is like having a personal tutor help you work through a graduate text like Baltagi’s. The organization of material in Companion parallels that of Baltagi’s panel-data text but presents the material in a pedagogical manner consisting of some background material followed by many sample exercise questions and complete solutions. While one may at first frown at the idea of a book including solutions to exercises, this text delivers them in a way that truly motivates learning rather than mere copying: the questions are sufficiently involved that by seeing how to solve them, students develop a method to attack mathematical proofs and think like an econometrician. Baltagi’s A Companion to Econometric Analysis of Panel Data, while focused on panel data, is more generally useful to all students of econometrics, because it teaches and instills tools that are applicable to an array of problems." |
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in time-series, spatial correlation, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the book has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical exercises are solved using several econometric software packages. 3rd edition review by: Walter Kramer. |
ISBN: 9783642033827 Publisher: Springer |
This Second Edition updates the Solutions Manual for Econometrics to match the fourth edition of the Econometrics textbook. It corrects typos in the previous edition and adds problems and solutions using latest software versions of Stata and EViews. Special features include empirical examples using EViews and Stata. The book offers rigourous proofs and treatment of difficult econometrics concepts in a simple and clear way, and it provides the reader with both applied and theoretical econometrics problems along with their solutions. |