Analysis of Panel Data
Open accessAbstract
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data models.
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Panel data give numerous data points, improving the efficiency of the econometric estimates by increasing degrees of freedom and reducing multicollinearity among study variables.
“Panel data also give the researcher numerous data points thus improving the efficiency of the econometric as the degrees of freedom are increased reducing multicollinearity amongst the study variables (Baltagi 2008; Hsiao 2014).”
From Financial inclusion, bank competition and economic growth in Africa (2021) · cites this paper as Hsiao 2014
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Financial inclusion, bank competition and economic growth in Africa
Chinoda, T., & Mashamba, T. (2021) · Journal of Economic and Financial Sciences · doi:10.4102/jef.v14i1.649 · Cited by 17 · see citing works
Nnyanzi, J. B., Kavuma, S., Sseruyange, J., & Nanyiti, A. (2022) · Journal of Industrial and Business Economics · doi:10.1007/s40812-022-00216-2 · Cited by 14 · see citing works
- Authors
- Hsiao, C.
- Venue
- Cambridge University Press eBooks
- Publisher
- Cambridge University Press
- Published
- 2014-11-24
- 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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