The Econometrics of Panel Data: A Handbook of the Theory with Applications

Front Matter....Pages i-2
Formulation and Estimation of Econometric Models for Panel Data....Pages 3-22
Front Matter....Pages 23-23
Introduction to Linear Models for Panel Data....Pages 25-33
Fixed Effect Models and Fixed Coefficient Models....Pages 34-49
Error Components Models....Pages 50-76
Random Coefficients Models....Pages 77-99
Linear Models with Random Regressors....Pages 100-119
Dynamic Linear Models....Pages 120-144
Dynamic Linear Models for Heterogenous Panels....Pages 145-195
Simultaneous Equations....Pages 196-235
Panel Data with Measurement Errors....Pages 236-279
Pseudo Panel Data....Pages 280-292
Specification Issues....Pages 293-306
The Pooling Problem....Pages 307-322
The Chamberlain Approach....Pages 323-395
Front Matter....Pages 397-397
Introduction to Nonlinear Models....Pages 399-409
Logit and Probit Models....Pages 410-428
Nonlinear Latent Variable Models....Pages 429-448
Incomplete Panels and Selection Bias....Pages 449-490
Duration Models....Pages 491-536
Point Processes....Pages 537-572
Front Matter....Pages 397-397
Improved Estimation Procedures....Pages 574-582
Some GMM Estimation Methods and Specification Tests for Nonlinear Models....Pages 583-612
Simulation Techniques....Pages 613-638
Inference in Panel Data Models via Gibbs Sampling....Pages 639-651
Front Matter....Pages 653-653
Introduction to the Applications....Pages 655-659
Dynamic Labour Demand Models....Pages 660-684
Econometric Models of Company Investment....Pages 685-710
Consumption Dynamics and Panel Data: A Survey....Pages 711-732
Estimation of Labour Supply Functions Using Panel Data: A Survey....Pages 733-770
Individual Labour Market Transitions....Pages 771-809
Modelling Companies’ Dividend Policy Using Account Panel Data....Pages 810-822
Panel Data, Multinational Enterprises and Direct Investment....Pages 823-844
Production Frontiers and Efficiency Measurement....Pages 845-878
Software Review....Pages 879-913
Back Matter....Pages 914-924