Econometric Analysis of Panel Data

Panel data econometrics has evolved rapidly over the last
decade. Micro and Macro panels are increasing in numbers and
availability and methods to deal with these data are in high demand
from practitioners.

Written by one of the world's leading researchers and writers in
the field, Econometric Analysis of Panel Data has become
established as the leading textbook for postgraduate courses in
panel data.

This new edition has been fully revised and updated and
includes:

A new chapter entitled Spatial Panel Data

New empirical applications

New material on non-stationary panels.

New empirical applications using Stata and EViews.

Thoroughly updated References.

Additional exercises in each chapter

This is a definitive book written by one of the architects of
modern, panel data econometrics. It provides both a practical
introduction to the subject matter, as well as a thorough
discussion of the underlying statistical principles without taxing
the reader too greatly. Since its first publication in 1995,
it has quickly become a standard accompanying text in advanced
econometrics courses around the world, and a major reference for
researchers doing empirical work with longitudinal data."

Professor Kajal Lahiri, State University of New York, Albany,
USA.
"Econometric Analysis of Panel Data is a classic in its field,
used by researchers and graduate students throughout the
world. In this new edition, Professor Baltagi has
incorporated extensive new material, reflecting recent advances in
the panel data literature in areas such as dynamic (including
non-stationary) and limited dependent variable panel data
models. It is an invaluable read for anyone interested in
panel
data."
Professor Gary Koop, University of Strathclyde, UK.

"This book is the most comprehensive work available on panel
data. It is written by one of the leading contributors to the
field, and is notable for its encyclopaedic coverage and its
clarity of exposition. It is useful to theorists and
to people doing applied work using panel data. It is
valuable as a text for a course in panel data, as a supplementary
text for more general courses in econometrics, and as a
reference."

Professor Peter Schmidt, Michigan State University, USA.