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Panel Data : Theory and Applications - Badi H. Baltagi

Panel Data

Theory and Applications

By: Badi H. Baltagi (Editor)

Hardcover Published: 16th April 2004
ISBN: 9783790801422
Number Of Pages: 380

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The present book is a collection of panel data papers, both theoretical and applied. Theoretical topics include methodology papers on panel data probit models, treatment models, error component models with an ARMA process on the time specific effects, asymptotic tests for poolability and their bootstrapped versions, confidence intervals for a doubly heteroskedastic stochastic production frontiers, estimation of semiparametric dynamic panel data models and a review of survey attrition and nonresponse in the European Community Household Panel. Applications include as different topics as e.g. the impact of uncertainty on UK investment, a Tobin-q investment model using US firm data, cost efficiency of Spanish banks, immigrant integration in Canada, the dynamics of individual health in the UK, the relation between inflation and growth among OECD and APEC countries, technical efficiency of cereal farms in England,  and employment effects of education for disabled workers in Norway.

Introductionp. 1
Analyzing the effects of dynamically assigned treatments using duration models, binary treatment models, and panel data modelsp. 5
Convenient estimators for the panel probit model : further resultsp. 21
Simulation-based inference in dynamic panel probit models : an application to healthp. 49
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effectsp. 79
Testing poolability in a system of dynamic regressions with nonspherical disturbancesp. 89
Tobin q: forecast performances for hierarchical Bayes, shrinkage, heterogeneous and homogeneous panel data estimatorsp. 107
The effect of uncertainty on UK investment authorisation : homogeneous vs heterogeneous estimatorsp. 115
Reinterpreting the performance of immigrant wages from panel datap. 129
Inflation and growth : explaining a negative effectp. 149
Efficiency measurement using a latent class stochastic frontier modelp. 169
Productivity and technical change : measurement and testingp. 185
Modeling corner solutions with panel data : application to the industrial energy demand in Francep. 193
The European Community Household Panel : a reviewp. 209
Nonlinearity in dynamic adjustment : semiparametric estimation of panel labor supplyp. 237
Estimation of technical inefficiency effects using panel data and doubly heteroscedastic stochastic production frontiersp. 255
The proper panel econometric specification of the gravity equation : a three-way model with bilateral interaction effectsp. 275
Employer-supported training in Canada and its impact on mobility and wagesp. 285
A panel cointegration approach to the investment-saving correlationp. 315
Estimating the employment effects of education for disabled workers in Norwayp. 325
New insights on earnings trends across skill groups and industries in West Germanyp. 345
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9783790801422
ISBN-10: 3790801429
Series: Studies in Empirical Economics
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 380
Published: 16th April 2004
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.5 x 15.5  x 2.54
Weight (kg): 1.6