Analysis of Panel Data
Open accessAbstract
Panel data models have become increasingly popular among applied researchers due to their heightened capacity for capturing the complexity of human behavior as compared to cross-sectional or time series data models. As a consequence, richer panel data sets also have become increasingly available. This 2003 second edition is a substantial revision of the highly successful first edition of 1986. Advances in panel data research are presented in a rigorous and accessible manner and are carefully integrated with the older material. The thorough discussion of theory and the judicious use of empirical examples make this book useful to graduate students and advanced researchers in economics, business, sociology, political science, etc. Other specific revisions include the introduction of the notion of strict exogeneity with estimators presented in a generalized method of moments framework, the notion of incidental parameters, more intuitive explanations of pairwise trimming, and discussion of sample selection dynamic panel models.
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The distinction between the effects of changing traits within and across persons is traditional in econometrics.
“The distinction between the effects of changing traits within and across persons is traditional in econometrics.100”
From Personality Psychology and Economics (2011) · cites this paper as Hsiao [2003]
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Personality Psychology and Economics
Almlund, M., Duckworth, A. L., Heckman, J., & Kautz, T. (2011) · National Bureau of Economic Research · doi:10.3386/w16822 · Cited by 540 · see citing works
- Authors
- Hsiao, C.
- Venue
- Cambridge University Press eBooks
- Publisher
- Cambridge University Press
- Published
- 2003-02-13
- OpenAlex
- W2097978133
- Cited by
- 7,869
- References
- 0
- Citations by year
- 2026: 279 · 2025: 273 · 2024: 208 · 2023: 173 · 2022: 185 · 2021: 260 · 2020: 214 · 2019: 233 · 2018: 253 · 2017: 237 · 2016: 265 · 2015: 329 · 2014: 311 · 2013: 331 · 2012: 305
- FWCI
- 428.50
- Type
- book
- Language
- en
- Open access
- bronze
- doi.org
- Locations
- Cambridge University Press eBooks (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
- Keywords
- panel data analysis, causal inference, microeconomic behavior, time-series cross-section data, econometric methodology
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