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Panel Data Econometrics: Theoretical Contributions and Empirical Applications Vol: 274

Product Details
01 Apr 2006
Emerald Group Publishing Limited
400 pages - 156 x 234 x 22mm
Contributions to Economic Analysis


Panel data econometrics has evolved rapidly over the last decade. Dynamic panel data estimation, non-linear panel data methods and the phenomenal growth in non-stationary panel data econometrics makes this an exciting area of research in econometrics. The 11th international conference on panel data held at Texas A&M University, College Station, Texas, June 2004, witnessed about 150 participants and 100 papers on panel data. This volume includes some of the papers presented at that conference and other solicited papers that made it through the refereeing process. "Contributions to Economic Analysis" was established in 1952. The series purpose is to stimulate the international exchange of scientific information. The series includes books from all areas of macroeconomics and microeconomics.
Preface (B.H. Baltagi). Part 1: Theoretical contributions. 1. On the estimation and inference of panel cointegration model with cross-sectional dependence (J. Bai, C. Kao). 2. A full heteroscedastic one-way error components mdel: peudo-maximum likelihood estimation and specification testing (B. Lejeune). 3. Finite sample properties of FGLS estimator for random-effects model under non-normality (A. Ullah, X. Huang). 4. Modelling the initial conditions in dynamic regression models of panel data with random effects (I. Kazemi, R. Crouchley). 5. Time invariant variables and panel data models: A generalised frisch-waugh theorem and its implications (J. Krishnakumar). Part 2: Empirical applications. 6. An intertemporal model of rational criminal choice (R.C. Sickles, J. Williams). 7. Swedish liquor consumption: New evidence on taste change (B.H. Baltagi, J.M. Griffin). 8. Import demand estimation with country and product effects: Application of multi-way unbalanced panel data models to lebanese imports (R. Boumahdi, J. Chaaban, A. Thomas). 9. Can random coefficient Cobb-Douglas production functions be aggregated to similar macro functions? (E. Biorn, T. Skjerpen, K.R. Wangen). 10. Conditional heteroskedasticity and cross-sectional dependence in panel data: An empirical study of inflation uncertainty in the G7 countries (R. Cermeno, K.B. Grier). 11. The dynamics of exports and productivity at the plant level: A panel data error correction model (ECM) approach (M. Yasar, C.H. Nelson, R.M. Rejesus). 12. Learning about the long-run determinants of real exchange rates for developing countries: A panel data investigation (I. Drine, C. Rault). 13. Employee turnover: less is not necessarily more? (M.N. Harris, K.K. Tang, Y-P. Tseng). 14. Dynamic panel models with directors and officers liability insurance data (G.D. Kaltchev). 15. Assessment of the relationship between income inequality and economic growth: A panel data analysis of the 32 federal entities of Mexico, 1960-2002 (A. Ortega-Diaz)

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