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Econometric Analysis of Panel Data, Sixth Edition


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Author:
Badi H. Baltagi
Publisher: Springer
Copyright: 2021
ISBN-13: 978-3-030-53952-8
Pages: 444; paperback
Author:
Badi H. Baltagi
Publisher: Springer
Copyright: 2021
ISBN-13:
Pages: 444; eBook
Author:
Badi H. Baltagi
Publisher: Springer
Copyright: 2021
ISBN-13:
Pages: 444; Kindle

Comment from the Stata technical group

Econometric Analysis of Panel Data, Sixth 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 and 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 sixth edition has been substantially updated to reflect modern developments in panel-data analysis. This edition also includes new material on dynamic panels, limited dependent variables, nonstationary panels, and spatial panel data.

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

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