Analysis of Panel Data (Econometric Society Monographs)

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Business & Economics - Mathematical Economics
Analysis of Panel Data (Econometric...

Analysis of Panel Data (Econometric Society Monographs)

Name: Analysis of Panel Data (Econometric Society Monographs)
ISBN: 9780521338257

Cheng Hsiao

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This book covers panel data econometrics theory very well. It's probably the best in this field. However, this book lacks data and more importantly computer codes on how to implement panel data models. The author didn't provide a website where you can get the data in the book, which makes it difficult for applied econometricians to learn and implement. It would a lot more useful if the author can provide some support on how to implement his models in either packages (e.g., Stata or SAS) or programming languages (e.g., Gauss or Matlab). I found biometricians and social scientists do a much better job in both research and implementation of panel data models than econometricians, although they have different names for the same thing (e.g., mixed effects, multilevel, or HLM, etc.)

种类:

Business & Economics - Mathematical Economics

年:

2003

出版:

出版社:

Cambridge University Press

语言:

english

页:

363

ISBN 10: