文档介绍：Analysis of Panel Data
Panel data models have e increasingly popular among applied re-
searchers due to their heightened capacity for capturing plexity of
human behavior pared to cross-sectional or time-series data mod-
els. As a consequence, more and richer panel data sets also have e
increasingly available. This second edition is a substantial revision of the
highly essful first edition of 1986. Recent advances in panel data re-
search are presented in a rigorous and accessible manner and are carefully
integrated with the older material. The thorough discussion of theory and
the judicious use of empirical examples will make this book useful to grad-
uate students and advanced researchers in economics, business, sociology,
political science, etc. Other specific revisions include the introduction of
Bayes method and the notion of strict exogeneity with estimators presented
in a generalized method of moments framework to link the identification
of various models, intuitive explanations of semiparametric methods of
estimating discrete choice models and methods of pairwise trimming for
the estimation of panel sample selection models, etc.
Cheng Hsiao is Professor of Economics at the University of Southern
California. His first edition of Analysis of Panel Data (Econometric
Society Monograph 11, Cambridge University Press, 1986) has been
the standard introduction for students to the subject in the economics
literature. Professor Hsiao is also a coauthor of Econometric Models,
Techniques, and Applications, Second Edition (Prentice Hall, 1996, with
M. Intriligator and R. Bodkin), coeditor of Analysis of Panels and Limited
Dependent Variable Models (Cambridge University Press, 1999, with
K. Lahiri, . Lee, and . Pesaran), and coeditor of Nonlinear Stati-
stical Inference (Cambridge University Press, 2001, with K. Morimune
and . Powell). He is a Fellow of the Econometric Society and coeditor
and Fellow of the Journal of Econometrics.
Analysi