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Essays in Panel Data Econometrics

Name: Essays in Panel Data Econometrics
Brand: Cambridge University Press
SKU: 02150528
Price: 42344 HUF
Availability: InStock
Author: Marc Nerlove
ISBN: 9780521815345

Marc Nerlove

Language

English

Book Hardback

Libristo code: 02150528

Publishers Cambridge University Press, October 2002

This volume collects seven of Marc Nerlove's previously published, classic essays on panel data econ... Full description

Libristo code: 02150528

284 b

42 344 Ft

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This volume collects seven of Marc Nerlove's previously published, classic essays on panel data econometrics written over the past thirty-five years, together with a cogent new essay on the history of the subject, which began with George Biddell Airey's monograph published in 1861. Since Professor Nerlove's 1966 Econometrica paper with Pietro Balestra, panel data and methods of econometric analysis appropriate to such data have become increasingly important in the discipline. The principal factors in the research environment affecting the future course of panel data econometrics are the phenomenal growth in the computational power available to the individual researcher at his or her desktop and the ready availability of data sets, both large and small, via the Internet. The best way to formulate statistical models for inference is motivated and shaped by substantive problems and understanding of the processes generating the data at hand to resolve them. The essays illustrate both the role of the substantive context in shaping appropriate methods of inference and the increasing importance of computer-intensive methods.