Econometric Analysis of Panel Data

Written by one of the world's leading researchers and writers inthe field, Econometric Analysis of Panel Data has becomeestablished as the leading textbook for postgraduate courses inpanel data. This new edition reflects the rapid developmentsin the field covering the vast research that has been conducted onpanel data since its initial publication. Featuring the most recentempirical examples from panel data literature, data sets arealso provided as well as the programs to implement theestimation and testing procedures described in the book. These programs will be made available via an accompanying websitewhich will also contain solutions to end of chapter exercises thatwill appear in the book. The text has been fully updated with new material on dynamicpanel data models and recent results on non-linear panel models andin particular work on limited dependent variables panel datamodels.