Cheng Hsiao

M. Hashem Pesaran

Kajal Lahiri

Lung Fei Lee

This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.

Analysis of Panels and Limited Dependent Variable Models

A comprehensive introduction of fundamental panel data methodologies.

Analysis of Panel Data

Panel data models have become increasingly popular due to their heightened capacity for capturing the complexity of human behaviour as compared to cross-sectional or time series data models.

Cheng Hsiao

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