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About ECONOMETRIC MODELS WITH PANEL DATA. APPLICATIONS WITH STATA
The data panels are a special type of samples in which the behavior of a certain number of economic agents is followed over time. In this way, the researcher can perform economic analysis and specify models with the data of cross section that are obtained when all operators are considered in an instant of time. Different patterns of behaviour of all agents together studied in the different temporal moments may thus be assessed. Alternatively, you can perform the same analysis considering time series given by the evolution of each economic agent throughout all the periods of the sample. This book explores the panel data econometrics through STATA. The most important topics are the following: Linear regression estimators in panel data models, fixed and random effects, heteroskedasticity and autocorrelation in panel data models, instrumental variables and two stage least squares in panel data models, dynamic panel data models, logit and probit panel data models, censored panel data models, count panel data models, Tobit panel data models, Poisson panel data models, negative binomial panel data models and others models with panel data.
Detailed Information
| Author: | Unknown |
|---|---|
| Publication Year: | 2021 |
| Pages: | 344 |
| Language: | other |
| File Size: | 6.7431 |
| Format: | |
| Price: | FREE |
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