Panel Data Econometrics Empirical Applications
Coordonnateur : Tsionas Mike
Panel Data Econometrics: Empirical Applications introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made.
Early career researchers in econometrics and other fields including banking, financial markets, tourism and transportation, auctions, experimental economics who seek to adopt econometric techniques for research in their specific application environments. Practitioners seeking a stronger footing for empirical studies. Graduate students and 1st year PhD students of economics, econometrics, and statistics looking to implement the formal skillset learned in volume one
- Provides a vast array of empirical applications useful to practitioners from different application environments
- Accompanied by extensive case studies and empirical exercises
- Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings
- Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts
Date de parution : 06-2019
Ouvrage de 1011 p.
15x22.8 cm
Thèmes de Panel Data Econometrics :
Mots-clés :
Aggregate; Airlines; Applications; Artificial neural networks; Auction; Bank lending channel; Bank risk; Bayesian inference; Biomarkers; British households; China; Cost functions; Cross-lagged panel models; Democracy; Distance functions; Dummy variables; Dynamic panel data models; Economic growth; Education; Efficiency; Electric utilities; Estimation; Expenditure; Financial frictions; Financial safety net design; Firm exporting; Firm fixed effects; Fixed effects; Flexible adjustment speed; General index; Global banking; GMM estimation; Happiness efficiency; Health inequalities; Heterogeneity; Implicit or explicit deposit insurance; Income distribution; Inequality; Innovation; Latent modeling; Long-run income; Market discipline by depositors; Markups; Methodology; Metropolitan; Mixture; ML estimation; Mobility; Monetary transmission; Monte Carlo study; Multiple time trends; Nonparametric testing; Panel data; Panel data models; Panel estimation; Panel regression; Poisson stochastic frontier; Political economy of financial sector regulation; Pricing; Probit model; Problems and solutions in using banking data; Production function; Production functions; Profit functions; Quality; Quantile regression; Railroads; Regional; Regression; Securitization; Shadow costs; Single time trend; Spatial error model; Spatial weight matrix; States; Stochastic dominance; survey of empirical banking studies; Systemic risk; Target level of GDP; Technical efficiency; Technology shifters; Total factor productivity; Understanding Society: the UK Household Longitudinal Study; Welfare ranking