Econometric Analysis of Panel Data
This new edition of this established textbook reflects the rapid developments\nin the field covering the vast research that has been conducted on\npanel data since its initial publication. The book is packed with\nthe most recent empirical examples from panel data literature, for\nexample, a simultaneous equation on Crime will be added to chapter\n7, which will be illustrated with STATA. Data sets will be provided\nas well as the programs to implement the estimation and testing procedures\ndescribed in the book on the web site. Additional exercises will\nbe added to each chapter and their solutions will be provided on\nthe web site.\n\n\nThe text has also been fully updated with new material on dynamic\npanel data models and recent results on non-linear panel models and\nin particular work on limited dependent variables panel data models.