Panel Data Econometrics
Common Factor Analysis for Empirical Researchers
$156.31
- Paperback
150 pages
- Release Date
20 February 2019
Summary
In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly.
Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical pan…
Book Details
| ISBN-13: | 9781138389670 |
|---|---|
| ISBN-10: | 1138389676 |
| Author: | Donggyu Sul |
| Publisher: | Taylor & Francis Ltd |
| Imprint: | Routledge |
| Format: | Paperback |
| Number of Pages: | 150 |
| Release Date: | 20 February 2019 |
| Weight: | 260g |
| Dimensions: | 234mm x 156mm |
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What They're Saying
Critics Review
“This book succeeds well by separation and estimation of common factors, while idiosyncratic error components add a new dimension to the panel data literature with cross sectional dependence. The text is accompanied by estimation codes and interesting applications illustrating the power of the generalized models.”, Almas Heshmati, Professor of Economics, Jönköping University, Sweden
“Donggyu Sul uses recent developments in practical factor analysis to illuminate the interaction of the time-series and cross-section dimensions of panels. The techniques are illustrated with many empirical examples, often based on his research. Matlab, Gauss and Stata codes are provided. The clear and distinctive approach of this book makes it essential reading for everyone working with panel data.”, Ron Smith, Birkbeck, University of London, UK
About The Author
Donggyu Sul
Donggyu Sul is currently the John Kain Professor of Economics at the University of Texas at Dallas, USA. He specializes in panel data econometrics, international finance, and empirical economic growth, and his articles have been published in numerous major research journals.
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