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Econometric Analysis of Panel Data, Fifth Edition


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Author:
Badi H. Baltagi
Publisher: Wiley
Copyright: 2013
ISBN-13: 978-1-118-67232-7
Pages: 390; paperback
Price: $69.50
Author:
Badi H. Baltagi
Publisher: Wiley
Copyright: 2013
ISBN-13:
Pages: 390; eBook
Price: $0.00

Comment from the Stata technical group

Econometric Analysis of Panel Data, Fifth Edition, by Badi H. Baltagi is a standard reference for performing estimation and inference on panel datasets from an econometric standpoint. This book provides both a rigorous introduction to standard panel estimators as well as concise explanations of many newer, 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.

The fifth edition has been substantially updated to reflect modern developments in panel-data analysis. Virtually every chapter has been revised, and references have been updated to reflect the most recent developments in the literature. An entirely new chapter dealing with the analysis of spatial panel datasets has been added, and the chapters on dynamic panel-data models, limited dependent variables, and nonstationary panels have been significantly revised.

Because of its wide range of topics and detailed exposition, Econometric Analysis of Panel Data, Fifth Edition, can serve as both a graduate-level textbook as well as a handy desk reference for seasoned researchers.

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